-36.3%
SFM vs EPAM
-8.3%
-27.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.4% |
| 7D | +6.0% | +2.4% | +3.6% | +5.9% |
| 30D | -19.5% | +42.3% | -61.8% | -20.5% |
| 3M | -37.0% | +60.7% | -97.7% | -38.0% |
| 6M | -41.0% | +80.5% | -121.5% | -42.8% |
| YTD | -34.6% | -20.4% | -14.3% | -33.9% |
| 1Y | -36.3% | -9.6% | -26.7% | -36.1% |
| All | -36.3% | -8.3% | -27.9% | -36.1% |
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