-43.0%
QXO vs SFM
-8.5%
-34.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.5% |
| 7D | -8.7% | -8.8% | +0.1% | -9.9% |
| 30D | -21.0% | -14.5% | -6.5% | -22.9% |
| 3M | -18.4% | -16.8% | -1.6% | -20.4% |
| 6M | -43.0% | -5.3% | -37.7% | -44.6% |
| All | -43.0% | -8.5% | -34.5% | -44.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling