-70.8%
QXO vs SBAC
-43.5%
-27.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.1% | 0.0% |
| 7D | -7.8% | -2.1% | -5.7% | -7.6% |
| 30D | -18.1% | +2.0% | -20.1% | -18.2% |
| 3M | -25.8% | -8.3% | -17.5% | -25.2% |
| 6M | -41.7% | +0.3% | -42.0% | -41.5% |
| YTD | -36.2% | -2.2% | -34.0% | -35.9% |
| 1Y | -42.1% | -4.6% | -37.5% | -41.7% |
| 3Y | -46.2% | -8.3% | -37.9% | -46.5% |
| All | -70.8% | -43.5% | -27.3% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling