-39.8%
EPAM vs SARO
-22.5%
-17.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.3% | +2.5% |
| 7D | +0.7% | -3.1% | +3.8% | +1.6% |
| 30D | +17.6% | -12.2% | +29.8% | +21.6% |
| 3M | +27.1% | -7.4% | +34.5% | +29.1% |
| 6M | -17.0% | -15.3% | -1.7% | -13.8% |
| YTD | -42.4% | -16.2% | -26.3% | -40.2% |
| 1Y | -25.3% | -12.1% | -13.2% | -23.8% |
| All | -39.8% | -22.5% | -17.4% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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