-46.0%
QXO vs SN
+447.8%
-493.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | -7.8% | -7.3% | -0.5% | -6.7% |
| 30D | -18.1% | -13.6% | -4.5% | -16.3% |
| 3M | -25.8% | +18.6% | -44.3% | -27.2% |
| 6M | -41.7% | +46.0% | -87.7% | -44.3% |
| YTD | -36.2% | +43.7% | -79.9% | -38.8% |
| 1Y | -42.1% | +39.2% | -81.3% | -44.9% |
| 3Y | -46.2% | +306.5% | -352.6% | -27.4% |
| All | -46.0% | +447.8% | -493.8% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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