+497.0%
SMTC vs EPAM
+65.2%
+431.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.5% | +11.4% | +10.5% |
| 7D | +22.9% | -0.9% | +23.8% | +23.1% |
| 30D | +16.6% | +18.4% | -1.7% | +9.3% |
| 3M | +2.4% | +19.2% | -16.8% | -7.9% |
| 6M | +98.3% | -21.0% | +119.2% | +105.9% |
| YTD | +120.7% | -43.7% | +164.4% | +156.8% |
| 1Y | +168.3% | -29.9% | +198.1% | +183.2% |
| 3Y | +571.7% | -56.5% | +628.3% | +732.1% |
| 5Y | +114.0% | -81.7% | +195.7% | +241.8% |
| 10Y | +497.0% | +64.5% | +432.5% | +183.5% |
| All | +497.0% | +65.2% | +431.8% | +183.5% |
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