+3,877.5%
STRL vs EPAM
+168.6%
+3,708.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.0% | -1.0% |
| 7D | -19.8% | +18.8% | -38.6% | -22.4% |
| 30D | -43.6% | +44.9% | -88.5% | -47.3% |
| 3M | -45.2% | +68.6% | -113.8% | -50.4% |
| 6M | -65.7% | +65.4% | -131.1% | -69.6% |
| YTD | -5.4% | -19.9% | +14.4% | -3.5% |
| 1Y | -24.7% | -10.0% | -14.7% | -25.2% |
| 3Y | +335.0% | -30.3% | +365.3% | +343.5% |
| 5Y | +915.3% | -75.7% | +991.0% | +1,168.2% |
| 10Y | +3,877.5% | +167.2% | +3,710.3% | +1,741.0% |
| All | +3,877.5% | +168.6% | +3,708.8% | +1,741.0% |
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