-25.0%
QXO vs SMTC
+70.8%
-95.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -12.9% | +21.0% | +9.6% |
| 7D | +16.6% | -24.5% | +41.1% | +20.3% |
| 30D | +6.6% | -42.5% | +49.0% | +14.7% |
| 3M | -17.5% | -14.1% | -3.4% | -18.9% |
| 6M | -33.8% | +3.6% | -37.4% | -40.7% |
| YTD | -34.4% | +50.6% | -84.9% | -48.4% |
| 1Y | -25.0% | +72.2% | -97.2% | -44.0% |
| All | -25.0% | +70.8% | -95.8% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling