+410.8%
SPYG vs EPAM
+65.2%
+345.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | +1.2% | -0.9% | +2.1% | +1.4% |
| 30D | -1.6% | +18.4% | -19.9% | -5.4% |
| 3M | +3.4% | +19.2% | -15.9% | -2.1% |
| 6M | +18.9% | -21.0% | +39.8% | +23.6% |
| YTD | +13.8% | -43.7% | +57.5% | +27.1% |
| 1Y | +20.6% | -29.9% | +50.5% | +26.9% |
| 3Y | +100.5% | -56.5% | +157.1% | +128.3% |
| 5Y | +84.6% | -81.7% | +166.3% | +148.5% |
| 10Y | +410.8% | +64.5% | +346.3% | +205.9% |
| All | +410.8% | +65.2% | +345.6% | +205.9% |
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