+20,848.2%
SOXL vs KLAC
+10,671.0%
+10,177.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +8.6% |
| 7D | +18.4% | +6.2% | +12.2% | +4.3% |
| 30D | -3.2% | -5.0% | +1.8% | +8.0% |
| 3M | -37.6% | -14.4% | -23.2% | -4.6% |
| 6M | +136.1% | +28.3% | +107.8% | +81.7% |
| YTD | +199.5% | +51.1% | +148.4% | +61.7% |
| 1Y | +363.2% | +100.4% | +262.9% | +50.2% |
| 3Y | +496.5% | +276.3% | +220.1% | -7.1% |
| 5Y | +184.8% | +452.1% | -267.2% | -61.9% |
| 10Y | +5,399.0% | +2,986.0% | +2,413.0% | -39.0% |
| All | +20,848.2% | +10,671.0% | +10,177.2% | -72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling