+4,608.4%
SITM vs EPAM
-43.9%
+4,652.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.4% | +8.9% | +7.5% |
| 7D | +9.7% | +2.0% | +7.8% | +8.8% |
| 30D | +12.7% | +6.5% | +6.2% | +7.0% |
| 3M | -13.4% | +19.9% | -33.4% | -24.5% |
| 6M | +59.6% | -16.9% | +76.6% | +61.5% |
| YTD | +73.3% | -42.9% | +116.2% | +105.1% |
| 1Y | +165.5% | -30.4% | +195.9% | +182.7% |
| 3Y | +368.7% | -54.7% | +423.4% | +468.7% |
| 5Y | +172.5% | -81.8% | +254.3% | +433.9% |
| All | +4,608.4% | -43.9% | +4,652.3% | +3,746.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling