+573.0%
STT vs EPAM
+751.2%
-178.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.9% |
| 3M | +20.0% | +19.9% | 0.0% | +13.6% |
| 6M | +55.3% | -16.9% | +72.2% | +59.3% |
| YTD | +53.3% | -42.9% | +96.2% | +70.3% |
| 1Y | +74.7% | -30.4% | +105.1% | +84.6% |
| 3Y | +205.8% | -54.7% | +260.6% | +244.2% |
| 5Y | +145.0% | -81.8% | +226.8% | +212.4% |
| 10Y | +266.0% | +65.5% | +200.6% | +163.1% |
| All | +573.0% | +751.2% | -178.2% | +266.4% |
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 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