+429.9%
SITM vs EPAM
-56.4%
+486.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.7% | -2.1% |
| 7D | +8.4% | -0.9% | +9.2% | +8.4% |
| 30D | -17.4% | +18.4% | -35.8% | -17.9% |
| 3M | -9.8% | +19.2% | -29.1% | -11.6% |
| 6M | +83.0% | -21.0% | +103.9% | +97.1% |
| YTD | +69.6% | -43.7% | +113.3% | +99.1% |
| 1Y | +144.9% | -29.9% | +174.8% | +167.1% |
| 3Y | +429.9% | -56.5% | +486.4% | +405.0% |
| All | +429.9% | -56.4% | +486.2% | +405.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling