+66.5%
EPAM vs SBAC
+80.0%
-13.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.9% |
| 7D | +2.0% | -0.8% | +2.7% | +2.3% |
| 30D | +6.5% | +6.9% | -0.4% | +3.1% |
| 3M | +19.9% | -8.2% | +28.2% | +24.5% |
| 6M | -16.9% | -1.6% | -15.3% | -17.8% |
| YTD | -42.9% | -0.1% | -42.8% | -44.3% |
| 1Y | -30.4% | -0.5% | -29.9% | -32.3% |
| 3Y | -54.7% | -9.1% | -45.7% | -56.0% |
| 5Y | -81.8% | -43.8% | -38.0% | -76.9% |
| All | +66.5% | +80.0% | -13.5% | +37.3% |
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