+204.6%
SYF vs EPAM
+163.7%
+40.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | -4.7% | +9.1% | -13.7% | -7.7% |
| 30D | +0.6% | +38.5% | -37.9% | -9.2% |
| 3M | -6.8% | +61.0% | -67.8% | -19.7% |
| 6M | +0.5% | +58.0% | -57.5% | -14.4% |
| YTD | -11.1% | -23.5% | +12.3% | -7.6% |
| 1Y | +1.3% | -10.5% | +11.8% | +0.4% |
| 3Y | +164.6% | -33.8% | +198.5% | +174.2% |
| 5Y | +65.2% | -78.1% | +143.3% | +124.5% |
| 10Y | +204.6% | +157.7% | +46.9% | +53.2% |
| All | +204.6% | +163.7% | +40.9% | +53.2% |
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