+308.6%
SYF vs EPAM
+319.8%
-11.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +20.6% | -21.9% | -6.9% |
| 7D | -3.8% | +23.0% | -26.8% | -9.8% |
| 30D | +2.6% | +51.6% | -48.9% | -9.3% |
| 3M | -6.5% | +50.8% | -57.4% | -18.0% |
| 6M | +0.8% | +51.1% | -50.3% | -12.6% |
| YTD | -10.1% | -19.1% | +9.0% | -8.0% |
| 1Y | +0.8% | +3.0% | -2.1% | -4.0% |
| 3Y | +158.8% | -31.2% | +190.0% | +165.2% |
| 5Y | +67.5% | -76.5% | +144.0% | +115.6% |
| 10Y | +230.0% | +168.4% | +61.5% | +81.8% |
| All | +308.6% | +319.8% | -11.2% | +122.7% |
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