-53.0%
SWKS vs ITUB
+173.6%
-226.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.7% |
| 7D | +12.5% | +8.7% | +3.8% | +10.8% |
| 30D | +10.5% | -0.7% | +11.2% | +10.5% |
| 3M | -7.4% | +7.8% | -15.2% | -8.9% |
| 6M | +32.7% | -3.4% | +36.1% | +32.9% |
| YTD | +19.2% | +16.3% | +2.9% | +14.8% |
| 1Y | +2.4% | +29.8% | -27.4% | -3.6% |
| 3Y | -25.6% | +111.1% | -136.7% | -36.0% |
| All | -53.0% | +173.6% | -226.6% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling