+4.4%
SYF vs ITUB
-5.6%
+10.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.6% |
| 7D | -2.0% | +1.9% | -3.9% | -2.2% |
| 30D | +1.2% | -22.2% | +23.4% | +3.0% |
| 3M | -9.4% | +2.7% | -12.1% | -16.5% |
| 6M | +4.4% | -3.0% | +7.4% | -2.7% |
| All | +4.4% | -5.6% | +10.0% | -2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling