-100.0%
SOXS vs CIFR
+86.0%
-186.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.3% | -9.2% | -3.3% |
| 7D | -15.6% | +26.7% | -42.3% | -7.8% |
| 30D | +4.8% | +7.7% | -3.0% | +10.9% |
| 3M | -21.6% | -23.8% | +2.2% | -16.6% |
| 6M | -99.3% | +35.9% | -135.2% | -98.8% |
| YTD | -99.5% | +25.4% | -124.9% | -99.1% |
| 1Y | -99.8% | +139.8% | -239.5% | -99.4% |
| 3Y | -100.0% | +515.0% | -614.9% | -99.9% |
| 5Y | -100.0% | +52.1% | -152.1% | -100.0% |
| All | -100.0% | +86.0% | -186.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling