+156.0%
STT vs SOXQ
+251.3%
-95.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.6% |
| 7D | -1.4% | +2.3% | -3.7% | -2.2% |
| 30D | +2.2% | -3.9% | +6.1% | +3.4% |
| 3M | +18.8% | -4.7% | +23.5% | +18.5% |
| 6M | +57.9% | +47.9% | +10.0% | +30.5% |
| YTD | +51.0% | +64.3% | -13.3% | +19.3% |
| 1Y | +77.1% | +95.7% | -18.6% | +29.7% |
| 3Y | +199.8% | +231.5% | -31.7% | +60.8% |
| 5Y | +156.0% | +255.0% | -99.0% | +23.2% |
| All | +156.0% | +251.3% | -95.4% | +23.2% |
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 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