+19.6%
STM vs SOXQ
+260.8%
-241.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.2% |
| 7D | +1.7% | +5.2% | -3.6% | -3.1% |
| 30D | -5.2% | -0.5% | -4.6% | -4.7% |
| 3M | -29.6% | -5.6% | -24.0% | -25.6% |
| 6M | +54.4% | +53.0% | +1.3% | +6.7% |
| YTD | +99.5% | +68.8% | +30.7% | +26.7% |
| 1Y | +100.8% | +105.7% | -5.0% | +5.4% |
| 3Y | +20.2% | +240.5% | -220.3% | -61.9% |
| All | +19.6% | +260.8% | -241.2% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling