-37.0%
QXO vs SFM
+108.9%
-145.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.1% | -4.0% |
| 7D | -3.9% | -7.2% | +3.3% | -3.7% |
| 30D | -17.4% | -14.3% | -3.0% | -17.2% |
| 3M | -22.5% | -13.7% | -8.8% | -22.3% |
| 6M | -41.4% | -6.0% | -35.4% | -41.4% |
| YTD | -34.1% | -8.2% | -25.9% | -34.1% |
| 1Y | -40.8% | -46.2% | +5.4% | -40.2% |
| 3Y | -43.9% | +83.6% | -127.5% | -45.6% |
| 5Y | -69.6% | +212.7% | -282.3% | -70.8% |
| 10Y | +41.0% | +273.0% | -232.0% | +39.0% |
| All | -37.0% | +108.9% | -145.8% | -43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling