+102.9%
SFM vs EPAM
+300.8%
-197.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.2% |
| 3M | +1.5% | +19.9% | -18.4% | -0.8% |
| 6M | +6.5% | -16.9% | +23.4% | +7.7% |
| YTD | +2.2% | -42.9% | +45.0% | +6.8% |
| 1Y | -41.9% | -30.4% | -11.5% | -40.5% |
| 3Y | +106.8% | -54.7% | +161.5% | +117.4% |
| 5Y | +231.6% | -81.8% | +313.4% | +271.0% |
| 10Y | +258.4% | +65.5% | +193.0% | +179.8% |
| All | +102.9% | +300.8% | -197.9% | +33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling