-100.0%
SOXS vs EPAM
+1,040.5%
-1,140.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | -1.6% | -20.7% | -23.5% |
| 7D | -5.1% | +9.1% | -14.1% | -3.3% |
| 30D | +60.4% | +38.5% | +21.9% | +96.7% |
| 3M | +32.7% | +61.0% | -28.3% | +81.3% |
| 6M | -36.2% | +58.0% | -94.2% | -24.2% |
| YTD | -90.9% | -23.5% | -67.5% | -94.6% |
| 1Y | -92.2% | -10.5% | -81.6% | -94.5% |
| 3Y | -99.7% | -33.8% | -65.9% | -99.8% |
| 5Y | -99.9% | -78.1% | -21.8% | -100.0% |
| 10Y | -100.0% | +157.7% | -257.7% | -100.0% |
| All | -100.0% | +1,040.5% | -1,140.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling