+304.8%
SGI vs EPAM
+157.4%
+147.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -5.3% | +2.4% | -7.7% | -6.1% |
| 30D | -2.1% | +42.3% | -44.4% | -13.4% |
| 3M | -8.2% | +60.7% | -68.8% | -22.1% |
| 6M | -4.6% | +80.5% | -85.1% | -23.4% |
| YTD | -31.5% | -20.4% | -11.1% | -29.4% |
| 1Y | -30.8% | -9.6% | -21.2% | -31.7% |
| 3Y | +67.2% | -30.5% | +97.7% | +70.6% |
| 5Y | +42.5% | -75.7% | +118.2% | +93.1% |
| All | +304.8% | +157.4% | +147.4% | +90.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling