-81.8%
SPXU vs EPAM
-77.4%
-4.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.1% | -2.1% |
| 7D | +7.6% | +13.4% | -5.8% | +11.8% |
| 30D | +17.5% | +47.1% | -29.6% | +34.6% |
| 3M | +14.7% | +71.2% | -56.5% | +39.8% |
| 6M | -0.1% | +48.9% | -49.0% | +16.3% |
| YTD | -19.8% | -22.2% | +2.4% | -27.4% |
| 1Y | -23.7% | -5.2% | -18.6% | -24.5% |
| 3Y | -79.5% | -34.9% | -44.5% | -80.1% |
| All | -81.8% | -77.4% | -4.4% | -85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling