-25.0%
QXO vs STLA
-53.0%
+28.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +3.8% | +4.3% | +6.8% |
| 7D | +16.6% | -0.6% | +17.2% | +16.8% |
| 30D | +6.6% | +3.6% | +3.0% | +5.2% |
| 3M | -17.5% | -20.6% | +3.2% | -11.8% |
| 6M | -33.8% | -34.3% | +0.5% | -25.2% |
| YTD | -34.4% | -57.3% | +22.9% | -19.1% |
| 1Y | -25.0% | -52.6% | +27.7% | -14.5% |
| All | -25.0% | -53.0% | +28.0% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling