-38.1%
SPXS vs EPAM
-32.1%
-6.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.5% |
| 7D | -1.5% | -0.9% | -0.7% | -1.6% |
| 30D | +3.7% | +18.4% | -14.7% | +5.5% |
| 3M | -9.6% | +19.2% | -28.8% | -8.3% |
| 6M | -32.4% | -21.0% | -11.4% | -37.6% |
| YTD | -28.7% | -43.7% | +15.1% | -39.7% |
| 1Y | -38.1% | -29.9% | -8.2% | -41.6% |
| All | -38.1% | -32.1% | -6.0% | -41.6% |
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 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