-99.9%
SPXS vs EPAM
+1,058.6%
-1,158.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.0% | -2.8% |
| 7D | +7.5% | +13.4% | -5.9% | +13.8% |
| 30D | +17.5% | +47.1% | -29.6% | +43.1% |
| 3M | +14.7% | +71.2% | -56.5% | +52.5% |
| 6M | -0.1% | +48.9% | -49.1% | +24.1% |
| YTD | -19.7% | -22.2% | +2.5% | -29.5% |
| 1Y | -23.6% | -5.2% | -18.4% | -24.4% |
| 3Y | -79.2% | -34.9% | -44.2% | -80.6% |
| 5Y | -81.7% | -77.4% | -4.3% | -88.1% |
| 10Y | -99.5% | +158.1% | -257.6% | -97.8% |
| All | -99.9% | +1,058.6% | -1,158.6% | -99.6% |
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