+605.9%
SPYM vs EPAM
+1,058.6%
-452.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +1.0% |
| 7D | -2.7% | +13.4% | -16.1% | -5.3% |
| 30D | -5.4% | +47.1% | -52.4% | -12.1% |
| 3M | -4.1% | +71.2% | -75.2% | -13.5% |
| 6M | +0.8% | +48.9% | -48.2% | -7.9% |
| YTD | +8.8% | -22.2% | +31.0% | +10.9% |
| 1Y | +11.0% | -5.2% | +16.1% | +8.9% |
| 3Y | +75.5% | -34.9% | +110.4% | +79.0% |
| 5Y | +68.4% | -77.4% | +145.8% | +97.4% |
| 10Y | +316.1% | +158.1% | +158.0% | +202.3% |
| All | +605.9% | +1,058.6% | -452.7% | +353.3% |
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