-100.0%
SOXS vs CIFR
+434.9%
-534.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -5.7% | +13.8% | +5.6% |
| 7D | -9.4% | -8.2% | -1.2% | -12.4% |
| 30D | +6.2% | -7.4% | +13.5% | +6.3% |
| 3M | -28.0% | -24.2% | -3.9% | -23.6% |
| 6M | -99.2% | +14.2% | -113.4% | -98.5% |
| YTD | -99.5% | +8.0% | -107.5% | -99.0% |
| 1Y | -99.7% | +55.5% | -155.3% | -99.4% |
| All | -100.0% | +434.9% | -534.9% | -99.9% |
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