+527.0%
SMTC vs EPAM
-31.1%
+558.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +20.6% | -38.1% | -18.0% |
| 7D | -35.0% | +23.0% | -58.0% | -35.6% |
| 30D | -53.6% | +51.6% | -105.2% | -55.1% |
| 3M | -24.5% | +50.8% | -75.3% | -27.7% |
| 6M | -19.0% | +51.1% | -70.1% | -22.5% |
| YTD | +24.2% | -19.1% | +43.3% | +46.7% |
| 1Y | +35.6% | +3.0% | +32.6% | +44.1% |
| All | +527.0% | -31.1% | +558.0% | +585.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling