-10.5%
STRL vs EPAM
-8.3%
-2.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.6% | -3.3% |
| 7D | +15.7% | +2.4% | +13.2% | +17.1% |
| 30D | -35.5% | +42.3% | -77.8% | -22.6% |
| 3M | -47.1% | +60.7% | -107.8% | -32.8% |
| 6M | -65.8% | +80.5% | -146.3% | -52.5% |
| YTD | -4.5% | -20.4% | +15.8% | +14.9% |
| 1Y | -10.5% | -9.6% | -0.9% | +2.8% |
| All | -10.5% | -8.3% | -2.2% | +2.8% |
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 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