+98.3%
STM vs SOXQ
+45.6%
+52.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.0% | +4.1% |
| 7D | +12.0% | +8.2% | +3.8% | +3.1% |
| 30D | -0.4% | -13.2% | +12.8% | +14.6% |
| 3M | -13.2% | -18.5% | +5.3% | +7.0% |
| 6M | -26.1% | -15.4% | -10.6% | -11.6% |
| YTD | +81.2% | +43.6% | +37.6% | +36.4% |
| 1Y | +98.3% | +49.2% | +49.1% | +45.5% |
| All | +98.3% | +45.6% | +52.7% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling