+11.5%
SWKS vs ITUB
+81.0%
-69.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.5% |
| 7D | +9.4% | +1.9% | +7.5% | +9.0% |
| 30D | +17.0% | -22.2% | +39.1% | +21.8% |
| 3M | +28.9% | +2.7% | +26.2% | +24.8% |
| 6M | +33.1% | -3.0% | +36.1% | +30.0% |
| YTD | +44.8% | +7.5% | +37.3% | +35.8% |
| 1Y | +36.2% | +10.5% | +25.7% | +26.4% |
| 3Y | +11.5% | +81.0% | -69.5% | -10.3% |
| All | +11.5% | +81.0% | -69.5% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ITUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling