-28.3%
QXO vs SNAP
-77.4%
+49.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | +2.9% | +1.5% | +1.4% | +2.7% |
| 30D | -18.0% | +1.9% | -19.9% | -18.3% |
| 3M | -14.7% | -3.9% | -10.8% | -14.7% |
| 6M | -39.2% | +5.2% | -44.5% | -40.0% |
| YTD | -31.3% | -32.7% | +1.4% | -29.0% |
| 1Y | -39.7% | -24.8% | -14.9% | -38.4% |
| 3Y | -41.5% | -42.2% | +0.6% | -41.3% |
| 5Y | -67.0% | -92.7% | +25.7% | -61.8% |
| All | -28.3% | -77.4% | +49.1% | -31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling