-91.6%
SOXS vs KLAC
+25.7%
-117.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.1% | +12.9% | +0.7% |
| 7D | +46.7% | -5.7% | +52.3% | +34.5% |
| 30D | +97.0% | -27.6% | +124.5% | +15.0% |
| 3M | +39.5% | -23.3% | +62.8% | +0.4% |
| 6M | -54.9% | -12.4% | -42.6% | -26.0% |
| YTD | -90.4% | +23.7% | -114.1% | -57.1% |
| 1Y | -91.6% | +26.2% | -117.8% | -57.5% |
| All | -91.6% | +25.7% | -117.3% | -57.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling