-100.0%
SOXS vs EPAM
+751.2%
-851.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -2.4% | -7.8% | -12.2% |
| 7D | -7.0% | +2.0% | -8.9% | -5.6% |
| 30D | +2.8% | +6.5% | -3.7% | +8.0% |
| 3M | -9.8% | +19.9% | -29.8% | -5.4% |
| 6M | -99.2% | -16.9% | -82.3% | -99.7% |
| YTD | -99.5% | -42.9% | -56.6% | -99.9% |
| 1Y | -99.8% | -30.4% | -69.4% | -99.9% |
| 3Y | -100.0% | -54.7% | -45.2% | -100.0% |
| 5Y | -100.0% | -81.8% | -18.2% | -100.0% |
| 10Y | -100.0% | +65.5% | -165.5% | -100.0% |
| All | -100.0% | +751.2% | -851.2% | -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