-25.0%
QXO vs STRL
-30.1%
+5.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -21.5% | +29.6% | +11.0% |
| 7D | +16.6% | -27.1% | +43.6% | +21.0% |
| 30D | +6.6% | -45.8% | +52.4% | +16.1% |
| 3M | -17.5% | -47.6% | +30.2% | -9.9% |
| 6M | -33.8% | -46.4% | +12.6% | -30.1% |
| YTD | -34.4% | -7.4% | -27.0% | -42.9% |
| 1Y | -25.0% | -25.9% | +0.9% | -31.3% |
| All | -25.0% | -30.1% | +5.2% | -31.3% |
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