-100.0%
SQQQ vs EPAM
+1,086.5%
-1,186.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.2% | +3.5% |
| 7D | -11.0% | +2.4% | -13.4% | -9.8% |
| 30D | +17.9% | +42.3% | -24.4% | +45.3% |
| 3M | +19.5% | +60.7% | -41.2% | +59.9% |
| 6M | +4.2% | +80.5% | -76.3% | +49.7% |
| YTD | -35.6% | -20.4% | -15.2% | -47.2% |
| 1Y | -37.7% | -9.6% | -28.1% | -43.7% |
| 3Y | -88.0% | -30.5% | -57.6% | -89.0% |
| 5Y | -93.1% | -75.7% | -17.4% | -95.7% |
| 10Y | -100.0% | +160.1% | -260.0% | -99.7% |
| All | -100.0% | +1,086.5% | -1,186.5% | -100.0% |
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