-99.9%
SPXU vs EPAM
+751.2%
-851.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.6% | 0.0% |
| 7D | -0.1% | +2.0% | -2.1% | +1.0% |
| 30D | +0.8% | +6.5% | -5.7% | +5.1% |
| 3M | -4.7% | +19.9% | -24.6% | +6.1% |
| 6M | -29.6% | -16.9% | -12.7% | -36.0% |
| YTD | -29.9% | -42.9% | +13.0% | -47.3% |
| 1Y | -39.1% | -30.4% | -8.7% | -48.1% |
| 3Y | -80.0% | -54.7% | -25.3% | -84.4% |
| 5Y | -86.0% | -81.8% | -4.2% | -91.6% |
| 10Y | -99.5% | +65.5% | -165.0% | -98.3% |
| All | -99.9% | +751.2% | -851.1% | -99.7% |
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