+34.3%
QXO vs STLD
+1,117.5%
-1,083.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.1% |
| 7D | -8.7% | -3.6% | -5.1% | -8.2% |
| 30D | -21.0% | -10.1% | -10.9% | -19.8% |
| 3M | -18.4% | -11.4% | -6.9% | -17.1% |
| 6M | -43.0% | +30.8% | -73.8% | -45.2% |
| YTD | -36.3% | +40.7% | -77.0% | -39.3% |
| 1Y | -42.8% | +80.8% | -123.6% | -47.0% |
| 3Y | -45.8% | +140.2% | -185.9% | -51.5% |
| 5Y | -70.8% | +288.5% | -359.2% | -75.9% |
| All | +34.3% | +1,117.5% | -1,083.3% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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