+266.3%
STT vs EPAM
+66.7%
+199.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +0.7% |
| 7D | +0.5% | +2.0% | -1.5% | 0.0% |
| 30D | +3.9% | +6.5% | -2.7% | +1.7% |
| 3M | +20.0% | +19.9% | 0.0% | +13.2% |
| 6M | +55.3% | -16.9% | +72.2% | +59.7% |
| YTD | +53.3% | -42.9% | +96.2% | +71.8% |
| 1Y | +74.7% | -30.4% | +105.1% | +85.4% |
| 3Y | +205.8% | -54.7% | +260.6% | +247.2% |
| 5Y | +145.0% | -81.8% | +226.8% | +226.0% |
| All | +266.3% | +66.7% | +199.7% | +122.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling