+171.1%
SLV vs EPAM
+170.1%
+1.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.7% | +0.1% |
| 7D | +5.1% | +13.4% | -8.3% | +4.1% |
| 30D | -12.9% | +47.1% | -60.0% | -15.4% |
| 3M | -16.1% | +71.2% | -87.3% | -19.3% |
| 6M | -33.2% | +48.9% | -82.1% | -35.4% |
| YTD | -27.2% | -22.2% | -5.0% | -26.5% |
| 1Y | +7.6% | -5.2% | +12.8% | +7.3% |
| 3Y | +122.3% | -34.9% | +157.3% | +124.5% |
| 5Y | +109.7% | -77.4% | +187.1% | +127.3% |
| All | +171.1% | +170.1% | +1.0% | +166.9% |
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