+33.4%
SOFI vs EPAM
-54.6%
+88.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -6.4% | +18.5% | -24.9% | -12.9% |
| 30D | +6.8% | +44.0% | -37.2% | -7.5% |
| 3M | -9.5% | +63.0% | -72.5% | -25.3% |
| 6M | +0.1% | +67.3% | -67.2% | -20.1% |
| YTD | -37.9% | -20.5% | -17.3% | -35.7% |
| 1Y | -47.4% | -9.6% | -37.8% | -48.3% |
| 3Y | +134.4% | -30.8% | +165.3% | +144.1% |
| 5Y | -29.2% | -75.6% | +46.5% | +12.4% |
| All | +33.4% | -54.6% | +88.0% | -1.3% |
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