-100.0%
SQQQ vs EPAM
+74.2%
-174.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.5% | -0.4% |
| 7D | +1.8% | +0.7% | +1.1% | +2.4% |
| 30D | +4.2% | +17.6% | -13.4% | +17.6% |
| 3M | -3.3% | +27.1% | -30.4% | +14.1% |
| 6M | -43.6% | -17.0% | -26.7% | -52.6% |
| YTD | -41.9% | -42.4% | +0.6% | -62.7% |
| 1Y | -50.6% | -25.3% | -25.3% | -60.1% |
| 3Y | -89.3% | -55.7% | -33.6% | -93.0% |
| 5Y | -94.8% | -81.2% | -13.6% | -97.9% |
| All | -100.0% | +74.2% | -174.2% | -99.5% |
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