+44.4%
SITM vs EPAM
-15.2%
+59.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.6% | -8.8% | -9.6% |
| 7D | -19.5% | +0.8% | -20.4% | -19.0% |
| 30D | -43.2% | +24.9% | -68.1% | -37.2% |
| 3M | -30.8% | +22.6% | -53.4% | -21.9% |
| 6M | -28.6% | +24.2% | -52.8% | -12.7% |
| YTD | +14.2% | -33.0% | +47.1% | +53.1% |
| 1Y | +44.4% | -13.3% | +57.7% | +7.8% |
| All | +44.4% | -15.2% | +59.6% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling