-25.9%
STRL vs EPAM
-15.2%
-10.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -0.6% | -20.9% | -21.7% |
| 7D | -27.1% | +0.8% | -27.9% | -26.6% |
| 30D | -45.8% | +24.9% | -70.7% | -40.2% |
| 3M | -47.6% | +22.6% | -70.2% | -42.1% |
| 6M | -46.4% | +24.2% | -70.6% | -35.3% |
| YTD | -7.4% | -33.0% | +25.6% | -0.1% |
| 1Y | -25.9% | -13.3% | -12.5% | -18.7% |
| All | -25.9% | -15.2% | -10.7% | -18.7% |
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