-100.0%
SQQQ vs EPAM
+751.2%
-851.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -2.0% |
| 7D | -0.9% | +2.0% | -2.9% | +0.5% |
| 30D | -0.3% | +6.5% | -6.8% | +4.8% |
| 3M | +2.7% | +19.9% | -17.2% | +15.1% |
| 6M | -43.8% | -16.9% | -26.9% | -51.7% |
| YTD | -42.9% | -42.9% | 0.0% | -61.5% |
| 1Y | -53.5% | -30.4% | -23.2% | -63.2% |
| 3Y | -89.4% | -54.7% | -34.7% | -92.4% |
| 5Y | -94.7% | -81.8% | -12.9% | -97.1% |
| 10Y | -100.0% | +65.5% | -165.4% | -99.8% |
| All | -100.0% | +751.2% | -851.2% | -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