+103.1%
SFM vs EPAM
-76.7%
+179.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.1% | -1.7% |
| 7D | -6.9% | +18.8% | -25.7% | -8.0% |
| 30D | -25.0% | +44.9% | -69.9% | -26.8% |
| 3M | -42.7% | +68.6% | -111.3% | -44.6% |
| 6M | -41.0% | +65.4% | -106.4% | -43.2% |
| YTD | -38.7% | -19.9% | -18.8% | -38.3% |
| 1Y | -38.1% | -10.0% | -28.1% | -38.2% |
| 3Y | +19.3% | -30.3% | +49.6% | +20.0% |
| 5Y | +103.1% | -75.7% | +178.8% | +97.9% |
| All | +103.1% | -76.7% | +179.8% | +97.9% |
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