+116.7%
SRE vs EPAM
+163.7%
-47.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.3% | +0.9% |
| 7D | -8.4% | +9.1% | -17.4% | -9.4% |
| 30D | -3.2% | +38.5% | -41.6% | -6.6% |
| 3M | -5.3% | +61.0% | -66.3% | -10.3% |
| 6M | -12.6% | +58.0% | -70.6% | -17.6% |
| YTD | -8.8% | -23.5% | +14.7% | -7.2% |
| 1Y | -13.4% | -10.5% | -2.9% | -13.7% |
| 3Y | +24.4% | -33.8% | +58.2% | +25.8% |
| 5Y | +47.3% | -78.1% | +125.5% | +72.0% |
| 10Y | +116.7% | +157.7% | -41.1% | +54.8% |
| All | +116.7% | +163.7% | -47.0% | +54.8% |
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