+91.0%
SPYG vs EPAM
-30.1%
+121.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +2.3% | +2.4% | -0.1% | +2.1% |
| 30D | -6.5% | +42.3% | -48.8% | -9.9% |
| 3M | -6.8% | +60.7% | -67.5% | -11.7% |
| 6M | -3.1% | +80.5% | -83.6% | -10.2% |
| YTD | +8.0% | -20.4% | +28.4% | +13.4% |
| 1Y | +10.2% | -9.6% | +19.8% | +13.0% |
| 3Y | +91.0% | -30.5% | +121.5% | +97.0% |
| All | +91.0% | -30.1% | +121.1% | +97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling