-81.7%
EPAM vs SOXQ
+265.0%
-346.7%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -2.0% |
| 7D | -0.9% | +5.3% | -6.2% | -3.1% |
| 30D | +18.4% | -3.7% | +22.1% | +19.8% |
| 3M | +19.2% | -7.8% | +27.0% | +18.0% |
| 6M | -21.0% | +58.4% | -79.3% | -44.7% |
| YTD | -43.7% | +68.1% | -111.9% | -62.3% |
| 1Y | -29.9% | +105.4% | -135.3% | -59.2% |
| 3Y | -56.5% | +239.2% | -295.8% | -84.5% |
| 5Y | -81.7% | +266.9% | -348.6% | -93.8% |
| All | -81.7% | +265.0% | -346.7% | -93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling