+202.9%
STT vs EPAM
+170.1%
+32.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +1.1% |
| 7D | -2.5% | +13.4% | -15.9% | -6.0% |
| 30D | -5.0% | +47.1% | -52.0% | -14.1% |
| 3M | -10.5% | +71.2% | -81.6% | -22.3% |
| 6M | +10.0% | +48.9% | -38.9% | -2.7% |
| YTD | +30.7% | -22.2% | +52.9% | +34.6% |
| 1Y | +43.8% | -5.2% | +48.9% | +40.6% |
| 3Y | +168.1% | -34.9% | +203.0% | +176.2% |
| 5Y | +101.4% | -77.4% | +178.8% | +156.4% |
| All | +202.9% | +170.1% | +32.8% | +67.7% |
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