+227.8%
STRL vs EPAM
-31.1%
+258.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +20.6% | -34.5% | -12.6% |
| 7D | -34.6% | +23.0% | -57.6% | -33.6% |
| 30D | -56.7% | +51.6% | -108.2% | -55.9% |
| 3M | -54.4% | +50.8% | -105.2% | -53.7% |
| 6M | -69.7% | +51.1% | -120.8% | -68.8% |
| YTD | -20.2% | -19.1% | -1.1% | -8.5% |
| 1Y | -40.6% | +3.0% | -43.5% | -36.5% |
| All | +227.8% | -31.1% | +258.9% | +281.9% |
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