+828.0%
SPYG vs EPAM
+757.5%
+70.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.1% | +0.2% |
| 7D | -0.9% | +0.7% | -1.6% | -1.0% |
| 30D | -1.5% | +17.6% | -19.1% | -4.8% |
| 3M | +3.7% | +27.1% | -23.4% | -2.5% |
| 6M | +16.4% | -17.0% | +33.4% | +19.2% |
| YTD | +13.3% | -42.4% | +55.8% | +24.4% |
| 1Y | +17.9% | -25.3% | +43.2% | +21.7% |
| 3Y | +98.3% | -55.7% | +154.1% | +121.7% |
| 5Y | +86.4% | -81.2% | +167.6% | +133.5% |
| 10Y | +421.9% | +73.2% | +348.8% | +296.8% |
| All | +828.0% | +757.5% | +70.5% | +501.1% |
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