+4,559.9%
STRL vs EPAM
+751.2%
+3,808.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.4% | +8.1% | +6.1% |
| 7D | +3.4% | +2.0% | +1.4% | +3.0% |
| 30D | -9.2% | +6.5% | -15.8% | -10.5% |
| 3M | -51.0% | +19.9% | -71.0% | -53.3% |
| 6M | +15.8% | -16.9% | +32.7% | +17.3% |
| YTD | +58.9% | -42.9% | +101.7% | +71.1% |
| 1Y | +68.5% | -30.4% | +98.9% | +73.5% |
| 3Y | +485.2% | -54.7% | +539.9% | +541.1% |
| 5Y | +2,005.1% | -81.8% | +2,086.9% | +2,466.8% |
| 10Y | +7,118.0% | +65.5% | +7,052.5% | +5,287.1% |
| All | +4,559.9% | +751.2% | +3,808.7% | +3,267.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling