+34.5%
QXO vs STLA
+55.1%
-20.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.3% |
| 7D | -7.8% | -2.9% | -4.9% | -7.3% |
| 30D | -18.1% | +0.9% | -19.0% | -18.2% |
| 3M | -25.8% | -21.6% | -4.1% | -22.5% |
| 6M | -41.7% | -21.6% | -20.1% | -39.0% |
| YTD | -36.2% | -50.4% | +14.2% | -28.6% |
| 1Y | -42.1% | -43.6% | +1.5% | -36.6% |
| 3Y | -46.2% | -66.4% | +20.3% | -36.9% |
| 5Y | -70.7% | -62.3% | -8.4% | -66.7% |
| All | +34.5% | +55.1% | -20.6% | +183.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling