+1,337.5%
STX vs QXO
-47.2%
+1,384.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -2.6% |
| 7D | +8.0% | -8.7% | +16.7% | +8.2% |
| 30D | +5.1% | -21.0% | +26.1% | +5.6% |
| 3M | +5.8% | -18.4% | +24.1% | +6.1% |
| 6M | +124.9% | -43.0% | +168.0% | +127.4% |
| YTD | +213.9% | -36.3% | +250.2% | +216.5% |
| 1Y | +350.4% | -42.8% | +393.2% | +354.8% |
| All | +1,337.5% | -47.2% | +1,384.7% | +1,357.3% |
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