+17.7%
STM vs QXO
-70.4%
+88.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.4% |
| 7D | -1.1% | -8.7% | +7.6% | -0.7% |
| 30D | -7.8% | -21.0% | +13.2% | -7.0% |
| 3M | -28.2% | -18.4% | -9.8% | -27.7% |
| 6M | +52.0% | -43.0% | +95.0% | +54.8% |
| YTD | +96.4% | -36.3% | +132.7% | +99.3% |
| 1Y | +98.8% | -42.8% | +141.6% | +102.2% |
| 3Y | +18.3% | -45.8% | +64.0% | +16.6% |
| 5Y | +17.7% | -70.8% | +88.5% | +16.0% |
| All | +17.7% | -70.4% | +88.1% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling