-46.2%
QXO vs STT
+194.3%
-240.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.1% |
| 7D | -8.7% | -1.4% | -7.3% | -8.0% |
| 30D | -21.0% | +2.2% | -23.1% | -22.0% |
| 3M | -18.4% | +18.8% | -37.2% | -26.3% |
| 6M | -43.0% | +57.9% | -100.9% | -56.3% |
| YTD | -36.3% | +51.0% | -87.3% | -49.7% |
| 1Y | -42.8% | +77.1% | -119.9% | -58.0% |
| All | -46.2% | +194.3% | -240.5% | -68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling