+422.9%
SYY vs ITUB
+1,902.7%
-1,479.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +4.9% | +2.7% |
| 7D | -0.2% | 0.0% | -0.2% | -0.3% |
| 30D | -2.7% | +2.6% | -5.3% | -3.3% |
| 3M | +5.9% | +8.4% | -2.5% | +4.1% |
| 6M | -2.3% | -0.5% | -1.8% | -2.7% |
| YTD | +13.1% | +15.3% | -2.2% | +9.4% |
| 1Y | +3.8% | +28.7% | -25.0% | -1.9% |
| 3Y | +26.7% | +118.7% | -91.9% | +7.2% |
| 5Y | +19.4% | +182.7% | -163.2% | -5.9% |
| 10Y | +112.0% | +207.6% | -95.6% | +58.6% |
| All | +422.9% | +1,902.7% | -1,479.8% | +180.9% |
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