+239.1%
SPG vs EPAM
+1,105.1%
-865.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +20.6% | -21.5% | -4.4% |
| 7D | +5.0% | +23.0% | -18.0% | +0.9% |
| 30D | +12.3% | +51.6% | -39.3% | +3.9% |
| 3M | +1.9% | +50.8% | -49.0% | -6.2% |
| 6M | +14.4% | +51.1% | -36.7% | +4.6% |
| YTD | +26.5% | -19.1% | +45.6% | +28.2% |
| 1Y | +30.7% | +3.0% | +27.7% | +26.4% |
| 3Y | +122.6% | -31.2% | +153.8% | +125.5% |
| 5Y | +73.3% | -76.5% | +149.8% | +99.2% |
| 10Y | +111.1% | +168.4% | -57.3% | +66.6% |
| All | +239.1% | +1,105.1% | -865.9% | +144.5% |
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