-100.0%
SOXS vs KLAC
+2,966.2%
-3,066.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.0% | -7.5% | -1.4% |
| 7D | -4.7% | -2.7% | -2.1% | -9.6% |
| 30D | +7.7% | -13.2% | +20.9% | -16.7% |
| 3M | -10.2% | -25.0% | +14.9% | -25.3% |
| 6M | -99.2% | +23.6% | -122.8% | -91.7% |
| YTD | -99.5% | +49.2% | -148.7% | -91.5% |
| 1Y | -99.8% | +89.3% | -189.1% | -91.6% |
| 3Y | -100.0% | +274.4% | -374.3% | -90.2% |
| 5Y | -100.0% | +440.9% | -540.9% | -85.9% |
| All | -100.0% | +2,966.2% | -3,066.2% | -97.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling