+34.5%
QXO vs STT
+271.9%
-237.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | -7.8% | -0.4% | -7.3% | -7.7% |
| 30D | -18.1% | +1.7% | -19.8% | -18.5% |
| 3M | -25.8% | +17.9% | -43.7% | -29.2% |
| 6M | -41.7% | +55.3% | -97.0% | -48.3% |
| YTD | -36.2% | +52.7% | -88.8% | -43.1% |
| 1Y | -42.1% | +75.7% | -117.7% | -50.1% |
| 3Y | -46.2% | +197.9% | -244.1% | -59.6% |
| 5Y | -70.7% | +158.8% | -229.5% | -77.9% |
| All | +34.5% | +271.9% | -237.4% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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