-100.0%
SOXS vs KLAC
+10,333.6%
-10,433.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.1% | +11.2% | +1.6% |
| 7D | -9.4% | +2.5% | -11.9% | -3.5% |
| 30D | +6.2% | -11.5% | +17.7% | -13.8% |
| 3M | -28.0% | -16.9% | -11.1% | -21.2% |
| 6M | -99.2% | +22.2% | -121.4% | -92.0% |
| YTD | -99.5% | +46.4% | -145.9% | -91.8% |
| 1Y | -99.7% | +91.0% | -190.8% | -91.7% |
| 3Y | -100.0% | +264.6% | -364.5% | -91.4% |
| 5Y | -100.0% | +430.6% | -530.6% | -88.0% |
| 10Y | -100.0% | +2,889.3% | -2,989.3% | -98.1% |
| All | -100.0% | +10,333.6% | -10,433.6% | -99.3% |
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