+226.1%
SPXL vs EPAM
-30.1%
+256.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +7.4% | +2.4% | +5.0% | +6.7% |
| 30D | -7.8% | +42.3% | -50.2% | -18.0% |
| 3M | -11.9% | +60.7% | -72.6% | -25.0% |
| 6M | -1.7% | +80.5% | -82.2% | -21.7% |
| YTD | +20.8% | -20.4% | +41.2% | +33.0% |
| 1Y | +25.0% | -9.6% | +34.6% | +29.4% |
| 3Y | +226.1% | -30.5% | +256.6% | +235.1% |
| All | +226.1% | -30.1% | +256.2% | +235.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling