+63.2%
SPYG vs EPAM
-77.4%
+140.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +1.4% |
| 7D | -3.6% | +13.4% | -17.0% | -5.7% |
| 30D | -11.2% | +47.1% | -58.2% | -16.4% |
| 3M | -8.1% | +71.2% | -79.2% | -15.7% |
| 6M | -3.3% | +48.9% | -52.2% | -10.2% |
| YTD | +5.5% | -22.2% | +27.8% | +8.3% |
| 1Y | +7.0% | -5.2% | +12.1% | +6.0% |
| 3Y | +89.5% | -34.9% | +124.4% | +94.2% |
| All | +63.2% | -77.4% | +140.7% | +95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling