-77.5%
EPAM vs SOXQ
+279.9%
-357.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.9% |
| 7D | -4.5% | +2.3% | -6.8% | -5.5% |
| 30D | +14.6% | -3.9% | +18.5% | +16.1% |
| 3M | +23.1% | -4.7% | +27.8% | +19.5% |
| 6M | -19.5% | +47.9% | -67.3% | -41.3% |
| YTD | -44.1% | +64.3% | -108.4% | -62.1% |
| 1Y | -25.2% | +95.7% | -120.9% | -55.0% |
| 3Y | -56.8% | +231.5% | -288.4% | -84.2% |
| 5Y | -81.7% | +255.0% | -336.7% | -93.5% |
| All | -77.5% | +279.9% | -357.4% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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