-1.4%
QXO vs STRL
+5,242.6%
-5,244.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -4.0% | -1.0% |
| 7D | +2.9% | +10.1% | -7.2% | +2.2% |
| 30D | -18.0% | -8.2% | -9.8% | -17.6% |
| 3M | -14.7% | -43.7% | +29.0% | -12.0% |
| 6M | -39.2% | +27.1% | -66.3% | -40.7% |
| YTD | -31.3% | +64.0% | -95.3% | -33.8% |
| 1Y | -39.7% | +75.2% | -114.8% | -41.9% |
| 3Y | -41.5% | +539.9% | -581.4% | -46.1% |
| 5Y | -67.0% | +2,133.0% | -2,200.0% | -70.6% |
| 10Y | +44.7% | +7,178.3% | -7,133.5% | +57.3% |
| All | -1.4% | +5,242.6% | -5,244.0% | -5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling