+19.6%
STM vs QXO
-45.4%
+64.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.7% |
| 7D | +1.7% | -3.9% | +5.5% | +1.8% |
| 30D | -5.2% | -17.4% | +12.2% | -4.6% |
| 3M | -29.6% | -22.5% | -7.1% | -29.1% |
| 6M | +54.4% | -41.4% | +95.8% | +56.7% |
| YTD | +99.5% | -34.1% | +133.6% | +101.9% |
| 1Y | +100.8% | -40.8% | +141.6% | +103.5% |
| All | +19.6% | -45.4% | +64.9% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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