-70.8%
QXO vs SAN
+385.2%
-456.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.8% |
| 7D | -7.8% | +0.2% | -8.0% | -7.9% |
| 30D | -18.1% | +0.9% | -19.0% | -18.4% |
| 3M | -25.8% | +19.1% | -44.9% | -31.0% |
| 6M | -41.7% | +33.2% | -74.9% | -47.9% |
| YTD | -36.2% | +29.1% | -65.3% | -42.7% |
| 1Y | -42.1% | +50.2% | -92.3% | -50.8% |
| 3Y | -46.2% | +351.0% | -397.2% | -69.2% |
| All | -70.8% | +385.2% | -456.0% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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