+168.4%
SYF vs EPAM
+158.4%
+9.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -3.3% | -1.1% | -2.1% | -3.0% |
| 30D | -2.2% | +41.8% | -44.0% | -12.3% |
| 3M | -9.3% | +63.4% | -72.7% | -22.2% |
| 6M | +2.1% | +72.2% | -70.1% | -15.3% |
| YTD | -12.6% | -20.0% | +7.4% | -10.3% |
| 1Y | -3.4% | -9.0% | +5.6% | -4.7% |
| 3Y | +156.5% | -30.4% | +186.9% | +161.8% |
| 5Y | +59.6% | -75.6% | +135.2% | +108.0% |
| All | +168.4% | +158.4% | +9.9% | +34.1% |
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