-16.9%
EPAM vs SOXQ
+49.3%
-66.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.4% | -5.7% | -1.1% |
| 7D | +2.0% | +2.3% | -0.4% | +2.9% |
| 30D | +6.5% | -2.3% | +8.8% | +5.8% |
| 3M | +19.9% | -13.8% | +33.7% | +15.6% |
| 6M | -16.9% | +48.6% | -65.5% | -10.2% |
| All | -16.9% | +49.3% | -66.2% | -10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling