-8.6%
QXO vs SGI
+223.7%
-232.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.2% | -2.9% |
| 7D | -8.7% | -4.9% | -3.8% | -8.1% |
| 30D | -21.0% | +1.6% | -22.6% | -21.1% |
| 3M | -18.4% | -3.2% | -15.2% | -17.9% |
| 6M | -43.0% | -16.0% | -27.0% | -41.7% |
| YTD | -36.3% | -25.4% | -10.9% | -34.1% |
| 1Y | -42.8% | -21.6% | -21.2% | -41.1% |
| 3Y | -45.8% | +52.9% | -98.6% | -46.9% |
| 5Y | -70.8% | +47.5% | -118.3% | -71.8% |
| 10Y | +36.3% | +263.5% | -227.2% | +32.8% |
| All | -8.6% | +223.7% | -232.3% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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