-30.5%
EPAM vs SOXQ
+105.6%
-136.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -2.2% | +5.2% | -7.4% | -1.1% |
| 30D | +17.8% | -0.5% | +18.3% | +17.8% |
| 3M | +19.9% | -5.6% | +25.5% | +18.6% |
| 6M | -21.6% | +53.0% | -74.6% | -27.6% |
| YTD | -44.0% | +68.8% | -112.8% | -49.5% |
| 1Y | -30.5% | +105.7% | -136.2% | -37.8% |
| All | -30.5% | +105.6% | -136.1% | -37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling