+416.9%
SGI vs EPAM
+180.9%
+236.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +20.6% | -23.4% | -9.1% |
| 7D | +5.3% | +23.0% | -17.7% | -2.2% |
| 30D | +8.2% | +51.6% | -43.4% | -6.2% |
| 3M | -2.2% | +50.8% | -53.0% | -15.4% |
| 6M | -8.4% | +51.1% | -59.6% | -22.0% |
| YTD | -23.4% | -19.1% | -4.3% | -21.4% |
| 1Y | -14.0% | +3.0% | -16.9% | -18.5% |
| 3Y | +78.8% | -31.2% | +109.9% | +83.3% |
| 5Y | +58.6% | -76.5% | +135.1% | +119.2% |
| All | +416.9% | +180.9% | +236.0% | +148.1% |
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 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