+4,176.2%
SPXL vs EPAM
+1,058.6%
+3,117.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +2.7% |
| 7D | -8.7% | +13.4% | -22.1% | -17.4% |
| 30D | -16.9% | +47.1% | -64.0% | -35.1% |
| 3M | -15.2% | +71.2% | -86.3% | -39.5% |
| 6M | -5.5% | +48.9% | -54.4% | -30.7% |
| YTD | +12.4% | -22.2% | +34.7% | +14.8% |
| 1Y | +16.9% | -5.2% | +22.1% | +6.2% |
| 3Y | +211.8% | -34.9% | +246.8% | +227.7% |
| 5Y | +85.6% | -77.4% | +163.1% | +211.9% |
| 10Y | +1,159.4% | +158.1% | +1,001.3% | +468.3% |
| All | +4,176.2% | +1,058.6% | +3,117.6% | +1,150.6% |
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