+34.5%
QXO vs SIMO
+605.2%
-570.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.2% | -7.1% | -0.7% |
| 7D | -7.8% | +11.0% | -18.8% | -9.0% |
| 30D | -18.1% | +17.9% | -36.0% | -20.0% |
| 3M | -25.8% | +3.9% | -29.7% | -27.0% |
| 6M | -41.7% | +131.0% | -172.7% | -49.3% |
| YTD | -36.2% | +209.3% | -245.5% | -46.9% |
| 1Y | -42.1% | +223.8% | -265.8% | -52.3% |
| 3Y | -46.2% | +479.2% | -525.4% | -57.9% |
| 5Y | -70.7% | +316.0% | -386.7% | -77.0% |
| All | +34.5% | +605.2% | -570.7% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling