+42.0%
SLV vs EPAM
+1,105.1%
-1,063.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +20.6% | -21.1% | -1.5% |
| 7D | -0.7% | +23.0% | -23.8% | -1.9% |
| 30D | -15.4% | +51.6% | -67.0% | -17.3% |
| 3M | -16.3% | +50.8% | -67.1% | -18.3% |
| 6M | -28.8% | +51.1% | -79.9% | -30.7% |
| YTD | -27.1% | -19.1% | -8.0% | -26.8% |
| 1Y | +7.5% | +3.0% | +4.5% | +6.7% |
| 3Y | +121.2% | -31.2% | +152.3% | +122.0% |
| 5Y | +110.0% | -76.5% | +186.5% | +119.0% |
| 10Y | +168.8% | +168.4% | +0.4% | +160.3% |
| All | +42.0% | +1,105.1% | -1,063.1% | +27.2% |
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