+42.2%
SITM vs EPAM
-11.8%
+53.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.6% | +11.2% | +8.8% |
| 7D | +9.4% | +9.1% | +0.3% | +16.6% |
| 30D | -25.4% | +38.5% | -63.8% | -10.7% |
| 3M | -37.0% | +61.0% | -97.9% | -18.2% |
| 6M | -45.1% | +58.0% | -103.2% | -26.0% |
| YTD | +29.4% | -23.5% | +52.9% | +85.3% |
| All | +42.2% | -11.8% | +53.9% | +39.1% |
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 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