-70.8%
QXO vs STRL
+2,049.2%
-2,120.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -3.0% |
| 7D | -8.7% | +5.4% | -14.1% | -9.4% |
| 30D | -21.0% | -9.0% | -12.0% | -20.1% |
| 3M | -18.4% | -37.1% | +18.7% | -13.8% |
| 6M | -43.0% | +17.8% | -60.8% | -46.3% |
| YTD | -36.3% | +58.3% | -94.6% | -42.4% |
| 1Y | -42.8% | +61.0% | -103.8% | -48.4% |
| 3Y | -45.8% | +517.8% | -563.6% | -58.4% |
| 5Y | -70.8% | +2,119.0% | -2,189.8% | -83.5% |
| All | -70.8% | +2,049.2% | -2,120.0% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling