+478.6%
SOXL vs CIFR
+465.4%
+13.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.7% | -0.5% | +2.8% |
| 7D | +3.9% | -5.0% | +8.9% | +6.0% |
| 30D | -14.3% | -5.7% | -8.6% | -12.7% |
| 3M | -45.6% | -25.5% | -20.1% | -38.3% |
| 6M | +117.2% | +19.4% | +97.8% | +114.5% |
| YTD | +189.8% | +14.2% | +175.7% | +188.8% |
| 1Y | +317.7% | +69.0% | +248.7% | +251.4% |
| 3Y | +478.6% | +503.9% | -25.3% | +213.0% |
| All | +478.6% | +465.4% | +13.2% | +213.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 CIFR 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