+40.8%
STM vs SOXQ
+286.7%
-245.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | -0.1% |
| 7D | -1.4% | +0.8% | -2.2% | -2.1% |
| 30D | -4.9% | -4.6% | -0.4% | -0.7% |
| 3M | -34.0% | -10.2% | -23.8% | -27.2% |
| 6M | +51.8% | +49.7% | +2.2% | +7.2% |
| YTD | +99.4% | +67.2% | +32.1% | +27.8% |
| 1Y | +99.1% | +98.0% | +1.1% | +8.5% |
| 3Y | +19.5% | +237.2% | -217.7% | -61.5% |
| 5Y | +19.5% | +261.3% | -241.8% | -64.5% |
| All | +40.8% | +286.7% | -245.8% | -59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling