-70.8%
QXO vs SPXS
-86.0%
+15.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | -0.5% |
| 7D | -7.8% | +2.5% | -10.3% | -7.1% |
| 30D | -18.1% | +4.2% | -22.3% | -17.0% |
| 3M | -25.8% | -9.3% | -16.4% | -26.8% |
| 6M | -41.7% | -30.7% | -11.0% | -45.4% |
| YTD | -36.2% | -28.1% | -8.1% | -39.3% |
| 1Y | -42.1% | -35.1% | -7.0% | -45.6% |
| 3Y | -46.2% | -79.6% | +33.4% | -56.4% |
| All | -70.8% | -86.0% | +15.2% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 5y: compounded portfolio wealth divided by compounded SPXS 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…
5y analysis · Full analysis span regression · 6 months rolling