+194.0%
STT vs EPAM
+157.4%
+36.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +4.8% | +2.4% | +2.4% | +4.2% |
| 30D | +3.9% | +42.3% | -38.4% | -5.3% |
| 3M | -8.2% | +60.7% | -68.8% | -19.0% |
| 6M | +15.6% | +80.5% | -64.9% | -2.5% |
| YTD | +37.6% | -20.4% | +58.0% | +40.9% |
| 1Y | +50.1% | -9.6% | +59.7% | +48.7% |
| 3Y | +183.1% | -30.5% | +213.5% | +186.7% |
| 5Y | +104.8% | -75.7% | +180.5% | +154.9% |
| All | +194.0% | +157.4% | +36.6% | +57.7% |
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