-70.8%
QXO vs SITM
+187.3%
-258.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.4% | -0.8% |
| 7D | -7.8% | +3.9% | -11.6% | -8.4% |
| 30D | -18.1% | -6.6% | -11.5% | -17.5% |
| 3M | -25.8% | -11.9% | -13.9% | -25.5% |
| 6M | -41.7% | +81.1% | -122.8% | -49.2% |
| YTD | -36.2% | +80.0% | -116.2% | -45.2% |
| 1Y | -42.1% | +145.8% | -187.9% | -53.6% |
| 3Y | -46.2% | +475.9% | -522.0% | -63.3% |
| All | -70.8% | +187.3% | -258.1% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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