+504.0%
STRL vs EPAM
-54.6%
+558.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.4% | +8.1% | +5.8% |
| 7D | +3.4% | +2.0% | +1.4% | +3.3% |
| 30D | -9.2% | +6.5% | -15.8% | -9.4% |
| 3M | -51.0% | +19.9% | -71.0% | -51.3% |
| 6M | +15.8% | -16.9% | +32.7% | +22.1% |
| YTD | +58.9% | -42.9% | +101.7% | +79.3% |
| 1Y | +68.5% | -30.4% | +98.9% | +78.9% |
| All | +504.0% | -54.6% | +558.6% | +602.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling