-99.2%
SOXS vs HUM
+124.6%
-223.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.2% | +7.9% | +8.1% |
| 7D | -9.4% | -1.4% | -8.0% | -9.8% |
| 30D | +6.2% | +7.5% | -1.3% | +8.1% |
| 3M | -28.0% | +10.2% | -38.2% | -29.4% |
| 6M | -99.2% | +132.5% | -231.7% | -98.5% |
| All | -99.2% | +124.6% | -223.8% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 6mo: compounded portfolio wealth divided by compounded HUM 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…
6mo analysis · Full analysis span regression · 6 months rolling