-44.4%
QXO vs STLD
+140.5%
-184.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.2% | -4.1% |
| 7D | -3.9% | -2.8% | -1.1% | -3.2% |
| 30D | -17.4% | -10.4% | -7.0% | -15.3% |
| 3M | -22.5% | -10.6% | -11.9% | -20.7% |
| 6M | -41.4% | +32.7% | -74.1% | -45.5% |
| YTD | -34.1% | +42.8% | -76.9% | -39.4% |
| 1Y | -40.8% | +86.9% | -127.8% | -47.7% |
| All | -44.4% | +140.5% | -184.9% | -49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling