+3,415.8%
SITM vs EPAM
-24.9%
+3,440.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.6% | +11.2% | +10.2% |
| 7D | +9.4% | +9.1% | +0.3% | +3.4% |
| 30D | -25.4% | +38.5% | -63.8% | -36.2% |
| 3M | -37.0% | +61.0% | -97.9% | -50.1% |
| 6M | -45.1% | +58.0% | -103.2% | -59.2% |
| YTD | +29.4% | -23.5% | +52.9% | +31.6% |
| 1Y | +39.8% | -10.5% | +50.3% | +31.2% |
| 3Y | +328.2% | -33.8% | +362.1% | +324.9% |
| 5Y | +87.4% | -78.1% | +165.5% | +249.8% |
| All | +3,415.8% | -24.9% | +3,440.7% | +2,368.3% |
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