+170.2%
STT vs SOXQ
+288.7%
-118.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.7% |
| 7D | +2.2% | +5.3% | -3.1% | +0.3% |
| 30D | +3.9% | -3.7% | +7.6% | +5.1% |
| 3M | +19.2% | -7.8% | +27.0% | +20.5% |
| 6M | +60.4% | +58.4% | +2.0% | +29.2% |
| YTD | +51.5% | +68.1% | -16.7% | +18.8% |
| 1Y | +76.3% | +105.4% | -29.1% | +26.9% |
| 3Y | +200.7% | +239.2% | -38.5% | +60.8% |
| 5Y | +157.5% | +266.9% | -109.4% | +24.7% |
| All | +170.2% | +288.7% | -118.6% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling