+20.3%
SGOV vs EPAM
-48.7%
+69.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -2.9% | 0.0% |
| 7D | 0.0% | +0.7% | -0.7% | 0.0% |
| 30D | +0.3% | +17.6% | -17.3% | +0.3% |
| 3M | +0.9% | +27.1% | -26.2% | +0.9% |
| 6M | +1.8% | -17.0% | +18.8% | +1.8% |
| YTD | +2.5% | -42.4% | +45.0% | +2.5% |
| 1Y | +3.8% | -25.3% | +29.1% | +3.8% |
| 3Y | +14.4% | -55.7% | +70.1% | +14.4% |
| 5Y | +20.2% | -81.2% | +101.4% | +20.2% |
| All | +20.3% | -48.7% | +69.0% | +20.2% |
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