+1,168.8%
SPXL vs EPAM
+65.2%
+1,103.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -0.8% |
| 7D | +1.5% | -0.9% | +2.3% | +2.0% |
| 30D | -3.7% | +18.4% | -22.0% | -13.1% |
| 3M | +8.1% | +19.2% | -11.1% | -6.8% |
| 6M | +39.0% | -21.0% | +60.0% | +51.2% |
| YTD | +29.9% | -43.7% | +73.7% | +69.3% |
| 1Y | +46.6% | -29.9% | +76.5% | +64.0% |
| 3Y | +230.5% | -56.5% | +287.1% | +366.1% |
| 5Y | +140.2% | -81.7% | +221.8% | +422.5% |
| 10Y | +1,168.8% | +64.5% | +1,104.2% | +322.2% |
| All | +1,168.8% | +65.2% | +1,103.5% | +322.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling