Yes you do get interest from your steem power. Even if you had delegated those sp to someone else, you are the one earning the interests, and not the delegatee. To be more precise, it is your vests that is earning interest. With every block created on the blockchain, you earn a tiny bit of vests from your stakes.
I know this from my own experience. Months ago, I delegated 1250sp to some account. Today, I can go to my wallet or using any available tool, I can see that the delegated sp is now 1255.22sp. That’s an increase of 5.22sp over a few months.
Read more in the technical details from this awesome post by lukestokes https://steemit.com/steem/@lukestokes/if-you-hold-steem-power-you-re-earning-steem-automatically