+313.6%
SFM vs EPAM
+66.7%
+247.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.2% | +3.1% |
| 7D | -0.1% | +2.0% | -2.0% | -0.3% |
| 30D | -4.4% | +6.5% | -10.9% | -5.1% |
| 3M | +1.5% | +19.9% | -18.4% | -0.7% |
| 6M | +6.5% | -16.9% | +23.4% | +7.6% |
| YTD | +2.2% | -42.9% | +45.0% | +6.6% |
| 1Y | -41.9% | -30.4% | -11.5% | -40.6% |
| 3Y | +106.8% | -54.7% | +161.5% | +116.9% |
| 5Y | +231.6% | -81.8% | +313.4% | +273.0% |
| All | +313.6% | +66.7% | +247.0% | +193.3% |
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