+212.7%
SMTC vs EPAM
+1,105.1%
-892.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +20.6% | -38.1% | -23.2% |
| 7D | -35.0% | +23.0% | -58.0% | -40.0% |
| 30D | -53.6% | +51.6% | -105.2% | -60.0% |
| 3M | -24.5% | +50.8% | -75.3% | -36.4% |
| 6M | -19.0% | +51.1% | -70.1% | -34.0% |
| YTD | +24.2% | -19.1% | +43.3% | +23.3% |
| 1Y | +35.6% | +3.0% | +32.6% | +23.4% |
| 3Y | +521.9% | -31.2% | +553.0% | +530.6% |
| 5Y | +1.5% | -76.5% | +78.0% | +34.7% |
| 10Y | +274.7% | +168.4% | +106.3% | +118.6% |
| All | +212.7% | +1,105.1% | -892.3% | +44.9% |
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 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