-100.0%
SOXS vs CIFR
+69.3%
-169.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +5.7% | -11.3% | -3.5% |
| 7D | -4.7% | -5.0% | +0.3% | -6.0% |
| 30D | +7.7% | -5.7% | +13.4% | +8.8% |
| 3M | -10.2% | -25.5% | +15.4% | -6.2% |
| 6M | -99.2% | +19.4% | -118.6% | -98.6% |
| YTD | -99.5% | +14.2% | -113.7% | -99.1% |
| 1Y | -99.8% | +69.0% | -168.8% | -99.5% |
| 3Y | -100.0% | +503.9% | -603.9% | -99.9% |
| 5Y | -100.0% | +27.7% | -127.6% | -100.0% |
| All | -100.0% | +69.3% | -169.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling