-35.3%
QXO vs STRL
+76.3%
-111.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.8% | -6.6% | -1.8% |
| 7D | -1.3% | +3.4% | -4.7% | -1.9% |
| 30D | -16.0% | -9.2% | -6.8% | -14.8% |
| 3M | -17.7% | -51.0% | +33.3% | -7.5% |
| 6M | -42.6% | +15.8% | -58.4% | -49.3% |
| YTD | -30.8% | +58.9% | -89.7% | -44.2% |
| 1Y | -35.3% | +68.5% | -103.8% | -48.3% |
| All | -35.3% | +76.3% | -111.6% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling