+239.2%
STRL vs EPAM
-33.7%
+272.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.9% | +7.3% | +3.2% |
| 7D | -26.9% | +13.4% | -40.3% | -26.1% |
| 30D | -52.7% | +47.1% | -99.7% | -52.0% |
| 3M | -52.8% | +71.2% | -124.0% | -52.4% |
| 6M | -71.5% | +48.9% | -120.4% | -70.8% |
| YTD | -17.4% | -22.2% | +4.8% | -5.5% |
| 1Y | -35.0% | -5.2% | -29.8% | -29.7% |
| 3Y | +239.2% | -34.9% | +274.2% | +294.2% |
| All | +239.2% | -33.7% | +272.9% | +294.2% |
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 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