+85.0%
SPXL vs EPAM
-77.4%
+162.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +2.0% |
| 7D | -8.7% | +13.4% | -22.1% | -14.4% |
| 30D | -16.9% | +47.1% | -64.0% | -29.6% |
| 3M | -15.2% | +71.2% | -86.3% | -32.5% |
| 6M | -5.5% | +48.9% | -54.4% | -22.9% |
| YTD | +12.4% | -22.2% | +34.7% | +17.4% |
| 1Y | +16.9% | -5.2% | +22.1% | +12.0% |
| 3Y | +211.8% | -34.9% | +246.8% | +232.6% |
| All | +85.0% | -77.4% | +162.4% | +191.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling