-100.0%
SPXS vs EPAM
+751.2%
-851.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | 0.0% |
| 7D | -0.1% | +2.0% | -2.0% | +1.0% |
| 30D | +0.8% | +6.5% | -5.7% | +5.1% |
| 3M | -4.7% | +19.9% | -24.6% | +6.2% |
| 6M | -29.6% | -16.9% | -12.7% | -36.1% |
| YTD | -29.8% | -42.9% | +13.1% | -47.4% |
| 1Y | -38.9% | -30.4% | -8.6% | -48.0% |
| 3Y | -79.6% | -54.7% | -24.9% | -84.1% |
| 5Y | -85.9% | -81.8% | -4.1% | -91.5% |
| 10Y | -99.5% | +65.5% | -165.0% | -98.3% |
| All | -100.0% | +751.2% | -851.2% | -99.7% |
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