-70.8%
QXO vs SFM
+213.6%
-284.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | -7.8% | -10.6% | +2.8% | -7.7% |
| 30D | -18.1% | -15.5% | -2.6% | -18.0% |
| 3M | -25.8% | -17.4% | -8.3% | -25.6% |
| 6M | -41.7% | -3.4% | -38.3% | -41.9% |
| YTD | -36.2% | -8.7% | -27.5% | -36.3% |
| 1Y | -42.1% | -47.2% | +5.1% | -41.6% |
| 3Y | -46.2% | +82.7% | -128.9% | -48.5% |
| All | -70.8% | +213.6% | -284.4% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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