+937.3%
STM vs QXO
-1.4%
+938.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | +5.2% | +2.9% | +2.3% | +5.2% |
| 30D | -7.4% | -18.0% | +10.6% | -7.1% |
| 3M | -30.6% | -14.7% | -15.9% | -30.5% |
| 6M | +66.4% | -39.2% | +105.6% | +67.4% |
| YTD | +101.1% | -31.3% | +132.5% | +102.1% |
| 1Y | +97.4% | -39.7% | +137.0% | +98.5% |
| 3Y | +21.1% | -41.5% | +62.7% | +19.6% |
| 5Y | +22.5% | -67.0% | +89.5% | +20.9% |
| 10Y | +657.6% | +44.7% | +612.9% | +638.9% |
| All | +937.3% | -1.4% | +938.8% | +894.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling