-77.0%
EPAM vs SOXQ
+283.8%
-360.7%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.4% | -5.7% | -3.8% |
| 7D | +2.0% | +2.3% | -0.4% | +0.9% |
| 30D | +6.5% | -2.3% | +8.8% | +7.1% |
| 3M | +19.9% | -13.8% | +33.7% | +22.1% |
| 6M | -16.9% | +48.6% | -65.5% | -39.6% |
| YTD | -42.9% | +66.0% | -108.9% | -61.4% |
| 1Y | -30.4% | +107.9% | -138.2% | -59.7% |
| 3Y | -54.7% | +224.1% | -278.9% | -83.1% |
| 5Y | -81.8% | +256.6% | -338.4% | -93.5% |
| All | -77.0% | +283.8% | -360.7% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling