-33.4%
QXO vs SNAP
-76.3%
+43.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.2% |
| 7D | -7.8% | +3.8% | -11.6% | -8.2% |
| 30D | -18.1% | +9.2% | -27.3% | -19.0% |
| 3M | -25.8% | +6.6% | -32.3% | -26.6% |
| 6M | -41.7% | +16.9% | -58.6% | -43.1% |
| YTD | -36.2% | -29.6% | -6.6% | -34.4% |
| 1Y | -42.1% | -22.1% | -20.0% | -41.2% |
| 3Y | -46.2% | -39.8% | -6.3% | -46.2% |
| 5Y | -70.7% | -92.4% | +21.7% | -66.3% |
| All | -33.4% | -76.3% | +43.0% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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