-99.5%
SPXU vs EPAM
+63.0%
-162.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +1.1% |
| 7D | +1.3% | -2.2% | +3.4% | +0.1% |
| 30D | +5.1% | +17.8% | -12.7% | +16.0% |
| 3M | -9.1% | +19.9% | -29.0% | +2.1% |
| 6M | -29.6% | -21.6% | -8.0% | -39.0% |
| YTD | -27.7% | -44.0% | +16.3% | -48.3% |
| 1Y | -37.0% | -30.5% | -6.5% | -47.5% |
| 3Y | -80.2% | -56.8% | -23.4% | -85.6% |
| 5Y | -86.0% | -81.7% | -4.3% | -93.4% |
| 10Y | -99.5% | +68.4% | -168.0% | -96.9% |
| All | -99.5% | +63.0% | -162.6% | -96.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling