-35.2%
SFM vs EPAM
-10.0%
-25.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.5% |
| 7D | -7.1% | +18.5% | -25.6% | -7.7% |
| 30D | -21.4% | +44.0% | -65.4% | -22.5% |
| 3M | -40.1% | +63.0% | -103.1% | -41.1% |
| 6M | -38.0% | +67.3% | -105.3% | -39.8% |
| YTD | -36.5% | -20.5% | -16.0% | -35.6% |
| 1Y | -35.2% | -9.6% | -25.6% | -32.8% |
| All | -35.2% | -10.0% | -25.2% | -32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling