-23.6%
SPXS vs EPAM
-4.9%
-18.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.0% | -0.7% |
| 7D | +7.5% | +13.4% | -5.9% | +6.8% |
| 30D | +17.5% | +47.1% | -29.6% | +19.1% |
| 3M | +14.7% | +71.2% | -56.5% | +17.7% |
| 6M | -0.1% | +48.9% | -49.1% | -0.4% |
| YTD | -19.7% | -22.2% | +2.5% | -30.4% |
| 1Y | -23.6% | -5.2% | -18.4% | -22.5% |
| All | -23.6% | -4.9% | -18.7% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling