+162.3%
SOXL vs KLAC
+434.8%
-272.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.0% | +3.3% | +1.0% |
| 7D | +3.9% | -2.7% | +6.5% | +10.1% |
| 30D | -14.3% | -13.2% | -1.1% | +17.5% |
| 3M | -45.6% | -25.0% | -20.6% | +10.6% |
| 6M | +117.2% | +23.6% | +93.6% | +66.7% |
| YTD | +189.8% | +49.2% | +140.6% | +38.2% |
| 1Y | +317.7% | +89.3% | +228.4% | +22.2% |
| 3Y | +478.6% | +274.4% | +204.3% | -43.8% |
| All | +162.3% | +434.8% | -272.5% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KLAC.
Daily Out/Under-Performance
Portfolio return minus KLAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KLAC 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 KLAC 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