+243.1%
SCHD vs EPAM
+63.0%
+180.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -2.6% | -2.2% | -0.5% | -2.3% |
| 30D | -0.3% | +17.8% | -18.1% | -2.8% |
| 3M | +6.1% | +19.9% | -13.8% | +2.4% |
| 6M | +11.7% | -21.6% | +33.3% | +14.9% |
| YTD | +26.3% | -44.0% | +70.4% | +36.0% |
| 1Y | +28.8% | -30.5% | +59.3% | +33.3% |
| 3Y | +55.0% | -56.8% | +111.8% | +68.7% |
| 5Y | +60.0% | -81.7% | +141.7% | +93.7% |
| 10Y | +243.1% | +68.4% | +174.7% | +124.2% |
| All | +243.1% | +63.0% | +180.1% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 EPAM 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