+3,343.4%
STX vs QXO
+34.5%
+3,309.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.7% |
| 7D | -2.3% | -7.8% | +5.5% | -2.1% |
| 30D | -5.5% | -18.1% | +12.6% | -5.1% |
| 3M | -4.3% | -25.8% | +21.5% | -3.8% |
| 6M | +115.6% | -41.7% | +157.3% | +117.8% |
| YTD | +202.2% | -36.2% | +238.4% | +204.5% |
| 1Y | +325.3% | -42.1% | +367.4% | +329.2% |
| 3Y | +1,283.9% | -46.2% | +1,330.1% | +1,258.5% |
| 5Y | +1,048.3% | -70.7% | +1,119.0% | +1,031.4% |
| All | +3,343.4% | +34.5% | +3,309.0% | +3,123.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling