+314.7%
SPYM vs EPAM
+65.2%
+249.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | +0.6% | -0.9% | +1.5% | +0.8% |
| 30D | -0.9% | +18.4% | -19.3% | -4.3% |
| 3M | +3.9% | +19.2% | -15.3% | -0.8% |
| 6M | +14.5% | -21.0% | +35.5% | +18.6% |
| YTD | +13.0% | -43.7% | +56.7% | +24.5% |
| 1Y | +19.4% | -29.9% | +49.3% | +24.9% |
| 3Y | +78.9% | -56.5% | +135.4% | +100.2% |
| 5Y | +82.3% | -81.7% | +164.0% | +135.6% |
| 10Y | +314.7% | +64.5% | +250.2% | +153.1% |
| All | +314.7% | +65.2% | +249.5% | +153.1% |
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 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