+247.6%
SYF vs ITUB
+219.0%
+28.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -3.6% |
| 7D | -5.5% | +1.0% | -6.5% | -6.0% |
| 30D | -3.9% | +10.7% | -14.6% | -7.8% |
| 3M | +8.9% | +10.1% | -1.1% | +4.5% |
| 6M | +16.2% | -0.1% | +16.3% | +15.6% |
| YTD | -8.4% | +18.4% | -26.9% | -15.5% |
| 1Y | +2.6% | +31.3% | -28.7% | -9.6% |
| 3Y | +156.4% | +124.6% | +31.7% | +77.1% |
| 5Y | +78.2% | +192.0% | -113.8% | +3.7% |
| All | +247.6% | +219.0% | +28.6% | +96.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling