-40.3%
EPAM vs SARO
-20.0%
-20.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.6% |
| 7D | +2.0% | -0.8% | +2.8% | +2.1% |
| 30D | +6.5% | -20.0% | +26.5% | +13.2% |
| 3M | +19.9% | -2.9% | +22.8% | +20.1% |
| 6M | -16.9% | -17.7% | +0.7% | -12.8% |
| YTD | -42.9% | -13.5% | -29.4% | -41.1% |
| 1Y | -30.4% | -9.7% | -20.7% | -29.5% |
| All | -40.3% | -20.0% | -20.3% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling