-8.4%
QXO vs SNY
+112.0%
-120.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | -7.8% | -3.3% | -4.5% | -7.6% |
| 30D | -18.1% | -2.2% | -15.9% | -18.0% |
| 3M | -25.8% | -3.0% | -22.7% | -25.6% |
| 6M | -41.7% | +2.7% | -44.5% | -41.7% |
| YTD | -36.2% | -6.8% | -29.3% | -36.0% |
| 1Y | -42.1% | -5.3% | -36.8% | -41.9% |
| 3Y | -46.2% | -9.8% | -36.4% | -46.2% |
| 5Y | -70.7% | +9.7% | -80.4% | -70.1% |
| 10Y | +36.5% | +64.5% | -28.0% | +48.2% |
| All | -8.4% | +112.0% | -120.4% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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