+87.4%
SITM vs EPAM
-78.1%
+165.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.6% | +11.2% | +10.0% |
| 7D | +9.4% | +9.1% | +0.3% | +5.8% |
| 30D | -25.4% | +38.5% | -63.8% | -32.3% |
| 3M | -37.0% | +61.0% | -97.9% | -45.7% |
| 6M | -45.1% | +58.0% | -103.2% | -54.6% |
| YTD | +29.4% | -23.5% | +52.9% | +35.7% |
| 1Y | +39.8% | -10.5% | +50.3% | +38.0% |
| 3Y | +328.2% | -33.8% | +362.1% | +338.7% |
| 5Y | +87.4% | -78.1% | +165.5% | +225.1% |
| All | +87.4% | -78.1% | +165.4% | +225.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling