-5.4%
QXO vs SM
-33.4%
+28.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.1% |
| 7D | -3.9% | -0.2% | -3.6% | -3.9% |
| 30D | -17.4% | +20.3% | -37.6% | -18.3% |
| 3M | -22.5% | +22.9% | -45.4% | -23.8% |
| 6M | -41.4% | +47.8% | -89.2% | -43.4% |
| YTD | -34.1% | +107.5% | -141.6% | -37.9% |
| 1Y | -40.8% | +51.7% | -92.6% | -43.1% |
| 3Y | -43.9% | -0.9% | -43.1% | -45.4% |
| 5Y | -69.6% | +112.2% | -181.8% | -72.2% |
| 10Y | +41.0% | +20.3% | +20.6% | +18.5% |
| All | -5.4% | -33.4% | +28.0% | +69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling