-46.2%
QXO vs STRL
+546.4%
-592.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.4% | -5.2% | -0.6% |
| 7D | -7.8% | +5.0% | -12.8% | -8.4% |
| 30D | -18.1% | -6.9% | -11.2% | -17.4% |
| 3M | -25.8% | -39.1% | +13.3% | -21.4% |
| 6M | -41.7% | +21.5% | -63.2% | -45.2% |
| YTD | -36.2% | +66.9% | -103.1% | -42.4% |
| 1Y | -42.1% | +61.6% | -103.7% | -47.4% |
| 3Y | -46.2% | +560.0% | -606.2% | -53.2% |
| All | -46.2% | +546.4% | -592.5% | -53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling