+163.4%
EPAM vs SBAC
+114.8%
+48.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.1% |
| 7D | +2.4% | +0.6% | +1.8% | +2.1% |
| 30D | +42.3% | +5.5% | +36.9% | +38.4% |
| 3M | +60.7% | +3.1% | +57.6% | +57.4% |
| 6M | +80.5% | -7.0% | +87.5% | +84.8% |
| YTD | -20.4% | +0.5% | -20.9% | -23.2% |
| 1Y | -9.6% | +0.2% | -9.8% | -12.8% |
| 3Y | -30.5% | -7.4% | -23.1% | -33.5% |
| 5Y | -75.7% | -39.7% | -36.0% | -70.3% |
| All | +163.4% | +114.8% | +48.6% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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