+252.6%
SMTC vs EPAM
+1,058.6%
-806.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -3.9% | +16.6% | +13.8% |
| 7D | -19.0% | +13.4% | -32.4% | -23.5% |
| 30D | -46.7% | +47.1% | -93.8% | -53.8% |
| 3M | -23.4% | +71.2% | -94.6% | -37.6% |
| 6M | -13.4% | +48.9% | -62.3% | -29.4% |
| YTD | +40.1% | -22.2% | +62.3% | +40.4% |
| 1Y | +47.7% | -5.2% | +52.8% | +37.8% |
| 3Y | +606.9% | -34.9% | +641.9% | +628.1% |
| 5Y | +14.4% | -77.4% | +91.8% | +53.3% |
| 10Y | +322.5% | +158.1% | +164.4% | +148.8% |
| All | +252.6% | +1,058.6% | -806.0% | +65.0% |
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 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