-42.1%
QXO vs SCHG
+13.0%
-55.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -1.2% |
| 7D | -7.8% | -1.0% | -6.7% | -6.2% |
| 30D | -18.1% | -1.3% | -16.8% | -16.2% |
| 3M | -25.8% | +5.4% | -31.2% | -31.1% |
| 6M | -41.7% | +14.4% | -56.1% | -52.6% |
| YTD | -36.2% | +8.0% | -44.2% | -44.2% |
| 1Y | -42.1% | +12.7% | -54.8% | -49.7% |
| All | -42.1% | +13.0% | -55.1% | -49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling