+111.6%
SFM vs EPAM
-75.7%
+187.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -21.3% |
| 3M | -37.0% | +60.7% | -97.7% | -39.0% |
| 6M | -41.0% | +80.5% | -121.5% | -43.5% |
| YTD | -34.6% | -20.4% | -14.3% | -34.2% |
| 1Y | -36.3% | -9.6% | -26.7% | -36.4% |
| 3Y | +24.5% | -30.5% | +55.0% | +25.3% |
| All | +111.6% | -75.7% | +187.3% | +107.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling