+34.5%
QXO vs SCHG
+459.0%
-424.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.3% |
| 7D | -7.8% | -1.0% | -6.7% | -7.2% |
| 30D | -18.1% | -1.3% | -16.8% | -17.4% |
| 3M | -25.8% | +5.4% | -31.2% | -27.6% |
| 6M | -41.7% | +14.4% | -56.1% | -45.3% |
| YTD | -36.2% | +8.0% | -44.2% | -38.3% |
| 1Y | -42.1% | +12.7% | -54.8% | -45.0% |
| 3Y | -46.2% | +85.6% | -131.8% | -59.1% |
| 5Y | -70.7% | +85.5% | -156.2% | -77.9% |
| All | +34.5% | +459.0% | -424.5% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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