+162.6%
EPAM vs SBAC
+93.8%
+68.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.0% | -3.0% |
| 7D | +13.4% | +1.2% | +12.2% | +12.5% |
| 30D | +47.1% | +11.2% | +35.9% | +39.3% |
| 3M | +71.2% | +4.5% | +66.7% | +66.7% |
| 6M | +48.9% | -12.2% | +61.1% | +56.6% |
| YTD | -22.2% | -0.1% | -22.1% | -24.7% |
| 1Y | -5.2% | -0.3% | -4.9% | -8.3% |
| 3Y | -34.9% | -8.7% | -26.2% | -37.2% |
| 5Y | -77.4% | -40.2% | -37.2% | -72.3% |
| All | +162.6% | +93.8% | +68.8% | +119.0% |
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