-16.8%
EPAM vs SARO
-10.5%
-6.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +2.4% | +0.4% | +2.0% | +2.2% |
| 30D | +42.3% | +40.3% | +2.0% | +29.5% |
| 3M | +60.7% | +2.2% | +58.4% | +58.6% |
| 6M | +80.5% | +3.7% | +76.8% | +76.3% |
| YTD | -20.4% | -3.3% | -17.1% | -20.7% |
| 1Y | -9.6% | +8.4% | -18.0% | -13.6% |
| All | -16.8% | -10.5% | -6.2% | -23.6% |
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