-44.6%
SM vs EPAM
+751.2%
-795.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -1.9% |
| 7D | +0.1% | +2.0% | -1.9% | -0.4% |
| 30D | +26.3% | +6.5% | +19.8% | +23.6% |
| 3M | +8.7% | +19.9% | -11.3% | +2.4% |
| 6M | +51.7% | -16.9% | +68.6% | +56.5% |
| YTD | +99.0% | -42.9% | +141.9% | +123.8% |
| 1Y | +34.6% | -30.4% | +65.0% | +42.9% |
| 3Y | -7.8% | -54.7% | +47.0% | +5.5% |
| 5Y | +104.8% | -81.8% | +186.6% | +175.0% |
| 10Y | +7.2% | +65.5% | -58.2% | -30.3% |
| All | -44.6% | +751.2% | -795.8% | -72.2% |
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