-46.2%
QXO vs STLA
-66.1%
+20.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.6% |
| 7D | -7.8% | -2.9% | -4.9% | -6.9% |
| 30D | -18.1% | +0.9% | -19.0% | -18.4% |
| 3M | -25.8% | -21.6% | -4.1% | -20.2% |
| 6M | -41.7% | -21.6% | -20.1% | -37.1% |
| YTD | -36.2% | -50.4% | +14.2% | -22.6% |
| 1Y | -42.1% | -43.6% | +1.5% | -32.8% |
| 3Y | -46.2% | -66.4% | +20.3% | -17.8% |
| All | -46.2% | -66.1% | +20.0% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling