+110.9%
SPG vs EPAM
+170.1%
-59.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +1.6% |
| 7D | +4.9% | +13.4% | -8.5% | +1.7% |
| 30D | +15.6% | +47.1% | -31.5% | +6.1% |
| 3M | +4.1% | +71.2% | -67.1% | -7.7% |
| 6M | +13.6% | +48.9% | -35.4% | +2.5% |
| YTD | +27.5% | -22.2% | +49.8% | +30.7% |
| 1Y | +32.2% | -5.2% | +37.4% | +29.5% |
| 3Y | +126.0% | -34.9% | +161.0% | +132.1% |
| 5Y | +74.7% | -77.4% | +152.2% | +116.9% |
| All | +110.9% | +170.1% | -59.2% | +48.3% |
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