+340.9%
SYF vs ITUB
+136.4%
+204.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.4% |
| 7D | +2.4% | +8.7% | -6.3% | -0.4% |
| 30D | +0.8% | -0.7% | +1.5% | +1.0% |
| 3M | +13.4% | +7.8% | +5.6% | +10.4% |
| 6M | +16.3% | -3.4% | +19.8% | +17.2% |
| YTD | -3.0% | +16.3% | -19.3% | -8.4% |
| 1Y | +5.7% | +29.8% | -24.1% | -4.1% |
| 3Y | +160.1% | +111.1% | +49.0% | +98.1% |
| 5Y | +88.5% | +173.6% | -85.0% | +26.8% |
| 10Y | +263.1% | +193.2% | +69.8% | +133.1% |
| All | +340.9% | +136.4% | +204.5% | +174.3% |
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 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