+4,475.3%
SPXL vs EPAM
+1,040.5%
+3,434.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.6% | +8.6% | +7.8% |
| 7D | -0.9% | +9.1% | -9.9% | -8.5% |
| 30D | -11.4% | +38.5% | -49.9% | -28.5% |
| 3M | -10.8% | +61.0% | -71.8% | -34.3% |
| 6M | -0.3% | +58.0% | -58.3% | -29.3% |
| YTD | +20.3% | -23.5% | +43.8% | +23.7% |
| 1Y | +24.7% | -10.5% | +35.3% | +17.1% |
| 3Y | +238.6% | -33.8% | +272.4% | +251.7% |
| 5Y | +100.0% | -78.1% | +178.1% | +242.7% |
| 10Y | +1,108.4% | +157.7% | +950.7% | +446.5% |
| All | +4,475.3% | +1,040.5% | +3,434.8% | +1,248.1% |
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 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