+34.5%
QXO vs SBAC
+87.1%
-52.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.1% | -0.2% |
| 7D | -7.8% | -2.1% | -5.7% | -7.5% |
| 30D | -18.1% | +2.0% | -20.1% | -18.3% |
| 3M | -25.8% | -8.3% | -17.5% | -24.9% |
| 6M | -41.7% | +0.3% | -42.0% | -41.9% |
| YTD | -36.2% | -2.2% | -34.0% | -36.1% |
| 1Y | -42.1% | -4.6% | -37.5% | -41.8% |
| 3Y | -46.2% | -8.3% | -37.9% | -46.7% |
| 5Y | -70.7% | -42.8% | -27.9% | -68.0% |
| All | +34.5% | +87.1% | -52.7% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling