+133.6%
SFM vs EPAM
+157.4%
-23.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.4% |
| 7D | +6.0% | +2.4% | +3.6% | +5.8% |
| 30D | -19.5% | +42.3% | -61.8% | -22.1% |
| 3M | -37.0% | +60.7% | -97.7% | -39.8% |
| 6M | -41.0% | +80.5% | -121.5% | -44.5% |
| YTD | -34.6% | -20.4% | -14.3% | -34.0% |
| 1Y | -36.3% | -9.6% | -26.7% | -36.5% |
| 3Y | +24.5% | -30.5% | +55.0% | +25.5% |
| 5Y | +115.9% | -75.7% | +191.6% | +136.6% |
| All | +133.6% | +157.4% | -23.8% | +68.7% |
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