-5.4%
QXO vs STLA
+185.2%
-190.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.7% |
| 7D | -3.9% | +0.4% | -4.2% | -3.9% |
| 30D | -17.4% | -5.2% | -12.2% | -16.5% |
| 3M | -22.5% | -24.9% | +2.4% | -18.0% |
| 6M | -41.4% | -25.2% | -16.2% | -37.9% |
| YTD | -34.1% | -51.4% | +17.3% | -25.0% |
| 1Y | -40.8% | -40.7% | -0.1% | -35.3% |
| 3Y | -43.9% | -66.3% | +22.3% | -32.3% |
| 5Y | -69.6% | -63.2% | -6.3% | -64.6% |
| 10Y | +41.0% | +48.7% | -7.8% | +22.5% |
| All | -5.4% | +185.2% | -190.6% | -39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling