-5.4%
QXO vs STT
+529.7%
-535.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -3.9% | +1.0% | -4.8% | -4.1% |
| 30D | -17.4% | +2.8% | -20.2% | -17.9% |
| 3M | -22.5% | +18.1% | -40.6% | -25.5% |
| 6M | -41.4% | +59.2% | -100.6% | -47.4% |
| YTD | -34.1% | +51.5% | -85.6% | -40.1% |
| 1Y | -40.8% | +75.7% | -116.5% | -47.8% |
| 3Y | -43.9% | +200.8% | -244.7% | -56.1% |
| 5Y | -69.6% | +155.8% | -225.4% | -76.0% |
| 10Y | +41.0% | +266.4% | -225.4% | +2.9% |
| All | -5.4% | +529.7% | -535.1% | -38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling