+405.3%
SMTC vs EPAM
+751.2%
-345.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -2.4% | +11.6% | +10.0% |
| 7D | +12.7% | +2.0% | +10.8% | +12.0% |
| 30D | +22.0% | +6.5% | +15.4% | +17.7% |
| 3M | -12.7% | +19.9% | -32.6% | -20.9% |
| 6M | +64.8% | -16.9% | +81.7% | +67.1% |
| YTD | +100.7% | -42.9% | +143.6% | +128.1% |
| 1Y | +146.9% | -30.4% | +177.3% | +159.8% |
| 3Y | +456.8% | -54.7% | +511.5% | +564.4% |
| 5Y | +89.2% | -81.8% | +171.0% | +176.4% |
| 10Y | +426.9% | +65.5% | +361.4% | +262.7% |
| All | +405.3% | +751.2% | -345.9% | +168.1% |
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