+300.4%
SYF vs ITUB
+118.6%
+181.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.1% |
| 7D | -2.0% | +1.9% | -3.9% | -2.6% |
| 30D | +1.2% | -22.2% | +23.4% | +8.1% |
| 3M | -9.4% | +2.7% | -12.1% | -12.2% |
| 6M | +4.4% | -3.0% | +7.4% | +2.9% |
| YTD | -11.9% | +7.5% | -19.4% | -16.6% |
| 1Y | -0.4% | +10.5% | -10.9% | -6.7% |
| 3Y | +159.6% | +81.0% | +78.6% | +103.5% |
| 5Y | +60.9% | +181.8% | -120.9% | +5.2% |
| 10Y | +180.9% | +170.2% | +10.7% | +81.8% |
| All | +300.4% | +118.6% | +181.8% | +149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling