+443.2%
SCHG vs EPAM
+69.2%
+373.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -2.7% | -4.5% | +1.7% | -1.6% |
| 30D | -2.2% | +14.6% | -16.9% | -5.6% |
| 3M | +6.2% | +23.1% | -16.9% | -0.6% |
| 6M | +13.4% | -19.5% | +32.8% | +17.7% |
| YTD | +7.1% | -44.1% | +51.2% | +21.0% |
| 1Y | +12.5% | -25.2% | +37.7% | +17.0% |
| 3Y | +86.2% | -56.8% | +143.0% | +114.6% |
| 5Y | +83.9% | -81.7% | +165.7% | +153.6% |
| All | +443.2% | +69.2% | +373.9% | +226.8% |
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