+304.7%
SPOT vs EPAM
+41.7%
+263.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -0.8% |
| 7D | +1.6% | +13.4% | -11.8% | -2.9% |
| 30D | +17.6% | +47.1% | -29.5% | +4.1% |
| 3M | +26.9% | +71.2% | -44.2% | +7.3% |
| 6M | +41.8% | +48.9% | -7.1% | +22.9% |
| YTD | +3.8% | -22.2% | +26.1% | +8.0% |
| 1Y | -2.5% | -5.2% | +2.7% | -4.6% |
| 3Y | +260.6% | -34.9% | +295.5% | +272.3% |
| 5Y | +108.6% | -77.4% | +186.0% | +189.4% |
| All | +304.7% | +41.7% | +263.0% | +152.0% |
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