-100.0%
SOXS vs KLAC
+266.8%
-366.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.0% | -7.5% | -1.3% |
| 7D | -4.7% | -2.7% | -2.1% | -9.8% |
| 30D | +7.7% | -13.2% | +20.9% | -17.4% |
| 3M | -10.2% | -25.0% | +14.9% | -26.1% |
| 6M | -99.2% | +23.6% | -122.8% | -91.2% |
| YTD | -99.5% | +49.2% | -148.7% | -90.6% |
| 1Y | -99.8% | +89.3% | -189.1% | -90.4% |
| 3Y | -100.0% | +274.4% | -374.3% | -86.7% |
| All | -100.0% | +266.8% | -366.8% | -86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling