-63.6%
QXO vs STLD
+288.2%
-351.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.8% | -6.5% | -7.1% |
| 7D | +10.1% | +6.9% | +3.2% | +8.9% |
| 30D | +16.2% | -1.5% | +17.7% | +16.4% |
| 3M | -14.8% | -9.7% | -5.1% | -13.6% |
| 6M | -27.8% | +2.3% | -30.1% | -28.2% |
| YTD | -33.6% | +41.0% | -74.6% | -36.9% |
| 1Y | -31.8% | +51.8% | -83.6% | -35.7% |
| 3Y | -46.8% | +126.4% | -173.2% | -51.3% |
| 5Y | -63.6% | +285.7% | -349.3% | -68.2% |
| All | -63.6% | +288.2% | -351.8% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling