+28.6%
SFM vs EPAM
+467.5%
-438.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +20.6% | -25.8% | -7.1% |
| 7D | +7.5% | +23.0% | -15.5% | +5.1% |
| 30D | -20.8% | +51.6% | -72.4% | -24.1% |
| 3M | -39.4% | +50.8% | -90.2% | -42.0% |
| 6M | -34.5% | +51.1% | -85.6% | -37.6% |
| YTD | -35.2% | -19.1% | -16.1% | -34.7% |
| 1Y | -35.3% | +3.0% | -38.3% | -36.4% |
| 3Y | +23.9% | -31.2% | +55.1% | +25.0% |
| 5Y | +113.8% | -76.5% | +190.3% | +134.3% |
| 10Y | +152.0% | +168.4% | -16.5% | +86.6% |
| All | +28.6% | +467.5% | -438.8% | -18.1% |
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 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