-33.3%
SOFI vs EPAM
-30.2%
-3.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.2% | -3.7% |
| 7D | -2.9% | -2.2% | -0.7% | -2.4% |
| 30D | -4.4% | +17.8% | -22.1% | -7.2% |
| 3M | +5.2% | +19.9% | -14.7% | +0.7% |
| 6M | -7.8% | -21.6% | +13.8% | -1.0% |
| YTD | -33.8% | -44.0% | +10.2% | -23.6% |
| 1Y | -33.3% | -30.5% | -2.8% | -30.2% |
| All | -33.3% | -30.2% | -3.1% | -30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling