-100.0%
SOXS vs EPAM
-81.7%
-18.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -5.7% |
| 7D | -15.6% | -0.9% | -14.7% | -16.2% |
| 30D | +4.8% | +18.4% | -13.6% | +15.3% |
| 3M | -21.6% | +19.2% | -40.8% | -19.1% |
| 6M | -99.3% | -21.0% | -78.4% | -99.7% |
| YTD | -99.5% | -43.7% | -55.8% | -99.8% |
| 1Y | -99.8% | -29.9% | -69.9% | -99.9% |
| 3Y | -100.0% | -56.5% | -43.4% | -100.0% |
| 5Y | -100.0% | -81.7% | -18.3% | -100.0% |
| All | -100.0% | -81.7% | -18.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 EPAM 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