+4,925.4%
SPXL vs EPAM
+751.2%
+4,174.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | +0.1% |
| 7D | +0.1% | +2.0% | -1.9% | -1.0% |
| 30D | -0.9% | +6.5% | -7.4% | -5.5% |
| 3M | +2.0% | +19.9% | -17.9% | -11.2% |
| 6M | +33.5% | -16.9% | +50.5% | +40.0% |
| YTD | +32.2% | -42.9% | +75.0% | +66.6% |
| 1Y | +48.9% | -30.4% | +79.3% | +65.9% |
| 3Y | +222.9% | -54.7% | +277.6% | +333.3% |
| 5Y | +140.7% | -81.8% | +222.5% | +366.3% |
| 10Y | +1,192.7% | +65.5% | +1,127.2% | +661.4% |
| All | +4,925.4% | +751.2% | +4,174.2% | +1,715.1% |
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