+2,240.4%
STRL vs EPAM
+1,105.1%
+1,135.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +20.6% | -34.5% | -16.7% |
| 7D | -34.6% | +23.0% | -57.6% | -37.0% |
| 30D | -56.7% | +51.6% | -108.2% | -59.6% |
| 3M | -54.4% | +50.8% | -105.2% | -57.8% |
| 6M | -69.7% | +51.1% | -120.8% | -72.4% |
| YTD | -20.2% | -19.1% | -1.1% | -19.4% |
| 1Y | -40.6% | +3.0% | -43.5% | -43.0% |
| 3Y | +221.7% | -31.2% | +252.8% | +226.5% |
| 5Y | +799.0% | -76.5% | +875.5% | +955.1% |
| 10Y | +3,451.5% | +168.4% | +3,283.0% | +2,347.5% |
| All | +2,240.4% | +1,105.1% | +1,135.3% | +1,487.5% |
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