-99.5%
SPXU vs EPAM
+168.6%
-268.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.7% | -3.5% | +3.7% |
| 7D | +0.5% | +18.8% | -18.3% | +9.5% |
| 30D | +10.9% | +44.9% | -34.0% | +35.7% |
| 3M | +9.6% | +68.6% | -59.0% | +47.2% |
| 6M | -4.7% | +65.4% | -70.1% | +27.7% |
| YTD | -24.6% | -19.9% | -4.7% | -34.4% |
| 1Y | -24.7% | -10.0% | -14.7% | -29.2% |
| 3Y | -80.0% | -30.3% | -49.8% | -81.1% |
| 5Y | -83.5% | -75.7% | -7.8% | -91.4% |
| 10Y | -99.5% | +167.2% | -266.7% | -95.5% |
| All | -99.5% | +168.6% | -268.1% | -95.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling