-67.7%
EPAM vs SOXQ
+227.1%
-294.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +4.8% |
| 7D | +18.8% | -5.7% | +24.5% | +19.8% |
| 30D | +44.9% | -20.5% | +65.4% | +55.1% |
| 3M | +68.6% | -16.6% | +85.2% | +75.4% |
| 6M | +65.4% | -15.0% | +80.4% | +59.3% |
| YTD | -19.9% | +41.5% | -61.4% | -44.0% |
| 1Y | -10.0% | +40.2% | -50.2% | -37.1% |
| 3Y | -30.3% | +183.0% | -213.2% | -73.5% |
| 5Y | -75.7% | +181.3% | -257.0% | -90.7% |
| All | -67.7% | +227.1% | -294.8% | -88.3% |
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