+105.8%
STT vs EPAM
-76.7%
+182.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.7% | -4.2% | -0.4% |
| 7D | +1.1% | +18.8% | -17.7% | -2.4% |
| 30D | -1.9% | +44.9% | -46.9% | -8.8% |
| 3M | -7.6% | +68.6% | -76.2% | -16.8% |
| 6M | +16.0% | +65.4% | -49.4% | +3.6% |
| YTD | +36.2% | -19.9% | +56.1% | +39.4% |
| 1Y | +46.8% | -10.0% | +56.8% | +46.8% |
| 3Y | +177.8% | -30.3% | +208.1% | +181.5% |
| 5Y | +105.8% | -75.7% | +181.5% | +116.4% |
| All | +105.8% | -76.7% | +182.6% | +116.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling