+472.4%
STT vs EPAM
+1,105.1%
-632.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +20.6% | -25.3% | -9.2% |
| 7D | -4.9% | +23.0% | -27.9% | -9.8% |
| 30D | -6.0% | +51.6% | -57.6% | -15.0% |
| 3M | -11.7% | +50.8% | -62.5% | -20.7% |
| 6M | +11.7% | +51.1% | -39.4% | -0.8% |
| YTD | +30.4% | -19.1% | +49.5% | +32.6% |
| 1Y | +43.9% | +3.0% | +41.0% | +38.1% |
| 3Y | +165.4% | -31.2% | +196.6% | +169.2% |
| 5Y | +101.0% | -76.5% | +177.5% | +141.2% |
| 10Y | +210.7% | +168.4% | +42.3% | +99.6% |
| All | +472.4% | +1,105.1% | -632.6% | +185.4% |
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