-57.3%
STLA vs EPAM
-11.8%
-45.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.3% | -0.1% |
| 7D | -6.4% | +9.1% | -15.4% | -7.2% |
| 30D | -1.3% | +38.5% | -39.8% | -5.4% |
| 3M | -19.9% | +61.0% | -80.9% | -24.0% |
| 6M | -42.9% | +58.0% | -100.9% | -45.6% |
| YTD | -59.4% | -23.5% | -36.0% | -60.9% |
| All | -57.3% | -11.8% | -45.6% | -65.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling