-99.5%
SPXU vs EPAM
+63.9%
-163.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +0.8% |
| 7D | -1.5% | -0.9% | -0.6% | -1.9% |
| 30D | +3.7% | +18.4% | -14.6% | +14.8% |
| 3M | -9.6% | +19.2% | -28.8% | +1.2% |
| 6M | -32.4% | -21.0% | -11.4% | -41.1% |
| YTD | -28.7% | -43.7% | +15.0% | -48.8% |
| 1Y | -38.2% | -29.9% | -8.3% | -48.2% |
| 3Y | -80.4% | -56.5% | -23.9% | -85.7% |
| 5Y | -86.0% | -81.7% | -4.4% | -93.4% |
| All | -99.5% | +63.9% | -163.5% | -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 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