+16.7%
STM vs SOXQ
+189.0%
-172.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.0% | +3.7% |
| 7D | +12.0% | +8.2% | +3.8% | +4.0% |
| 30D | -0.4% | -13.2% | +12.8% | +13.2% |
| 3M | -13.2% | -18.5% | +5.3% | +4.9% |
| 6M | -26.1% | -15.4% | -10.6% | -12.7% |
| YTD | +81.2% | +43.6% | +37.6% | +37.2% |
| 1Y | +98.3% | +49.2% | +49.1% | +44.9% |
| 3Y | +16.7% | +190.2% | -173.5% | -53.2% |
| All | +16.7% | +189.0% | -172.2% | -53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling