-100.0%
SOXS vs EPAM
+1,091.5%
-1,191.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +1.4% |
| 7D | -43.7% | -1.1% | -42.6% | -44.7% |
| 30D | +22.2% | +41.8% | -19.7% | +52.3% |
| 3M | +13.0% | +63.4% | -50.4% | +55.5% |
| 6M | -47.7% | +72.2% | -119.9% | -33.3% |
| YTD | -92.5% | -20.0% | -72.4% | -95.4% |
| 1Y | -93.1% | -9.0% | -84.1% | -95.1% |
| 3Y | -99.7% | -30.4% | -69.3% | -99.8% |
| 5Y | -99.9% | -75.6% | -24.3% | -100.0% |
| 10Y | -100.0% | +161.2% | -261.2% | -100.0% |
| All | -100.0% | +1,091.5% | -1,191.5% | -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