+42.1%
STM vs SOXQ
+288.7%
-246.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.7% |
| 7D | +5.2% | +5.3% | -0.1% | +0.3% |
| 30D | -7.4% | -3.7% | -3.7% | -4.1% |
| 3M | -30.6% | -7.8% | -22.8% | -25.1% |
| 6M | +66.4% | +58.4% | +8.0% | +11.9% |
| YTD | +101.1% | +68.1% | +33.0% | +28.4% |
| 1Y | +97.4% | +105.4% | -8.0% | +4.1% |
| 3Y | +21.1% | +239.2% | -218.1% | -61.2% |
| 5Y | +22.5% | +266.9% | -244.4% | -64.0% |
| All | +42.1% | +288.7% | -246.6% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SOXQ 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling