-46.2%
QXO vs SM
-0.9%
-45.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.1% |
| 7D | -7.8% | +4.6% | -12.3% | -7.5% |
| 30D | -18.1% | +18.2% | -36.3% | -17.0% |
| 3M | -25.8% | +22.5% | -48.3% | -24.1% |
| 6M | -41.7% | +50.6% | -92.3% | -41.0% |
| YTD | -36.2% | +108.1% | -144.3% | -36.8% |
| 1Y | -42.1% | +46.0% | -88.1% | -42.0% |
| 3Y | -46.2% | +2.9% | -49.0% | -45.0% |
| All | -46.2% | -0.9% | -45.3% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 3y: compounded portfolio wealth divided by compounded SM 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…
3y analysis · Full analysis span regression · 6 months rolling