+3,667.9%
STRL vs EPAM
+157.4%
+3,510.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.6% | -3.0% |
| 7D | +15.7% | +2.4% | +13.2% | +15.2% |
| 30D | -35.5% | +42.3% | -77.8% | -39.5% |
| 3M | -47.1% | +60.7% | -107.8% | -51.7% |
| 6M | -65.8% | +80.5% | -146.3% | -70.2% |
| YTD | -4.5% | -20.4% | +15.8% | -2.5% |
| 1Y | -10.5% | -9.6% | -0.9% | -11.3% |
| 3Y | +340.6% | -30.5% | +371.1% | +349.2% |
| 5Y | +911.0% | -75.7% | +986.7% | +1,161.1% |
| All | +3,667.9% | +157.4% | +3,510.5% | +1,683.2% |
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