+34.5%
QXO vs SMTC
+548.2%
-513.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -0.8% |
| 7D | -7.8% | +13.1% | -20.9% | -10.1% |
| 30D | -18.1% | +19.5% | -37.6% | -21.6% |
| 3M | -25.8% | +2.2% | -28.0% | -27.7% |
| 6M | -41.7% | +94.9% | -136.6% | -50.8% |
| YTD | -36.2% | +127.0% | -163.1% | -48.1% |
| 1Y | -42.1% | +174.6% | -216.7% | -54.9% |
| 3Y | -46.2% | +615.9% | -662.1% | -67.3% |
| 5Y | -70.7% | +125.6% | -196.3% | -78.1% |
| All | +34.5% | +548.2% | -513.7% | -4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling