-42.1%
QXO vs SNAP
-19.8%
-22.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.6% |
| 7D | -7.8% | +3.8% | -11.6% | -8.8% |
| 30D | -18.1% | +9.2% | -27.3% | -20.4% |
| 3M | -25.8% | +6.6% | -32.3% | -28.1% |
| 6M | -41.7% | +16.9% | -58.6% | -46.1% |
| YTD | -36.2% | -29.6% | -6.6% | -30.2% |
| 1Y | -42.1% | -22.1% | -20.0% | -37.1% |
| All | -42.1% | -19.8% | -22.3% | -37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling