-5.4%
QXO vs SAN
+360.1%
-365.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.7% |
| 7D | -3.9% | -0.5% | -3.4% | -3.7% |
| 30D | -17.4% | -0.1% | -17.3% | -17.3% |
| 3M | -22.5% | +19.6% | -42.1% | -26.4% |
| 6M | -41.4% | +32.7% | -74.1% | -45.7% |
| YTD | -34.1% | +26.7% | -60.8% | -38.5% |
| 1Y | -40.8% | +51.6% | -92.5% | -47.4% |
| 3Y | -43.9% | +348.7% | -392.7% | -63.1% |
| 5Y | -69.6% | +378.7% | -448.3% | -80.9% |
| 10Y | +41.0% | +336.9% | -296.0% | -17.1% |
| All | -5.4% | +360.1% | -365.6% | -34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling