-70.8%
QXO vs SPY
+82.3%
-153.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.5% |
| 7D | -7.8% | -0.8% | -7.0% | -7.2% |
| 30D | -18.1% | -1.1% | -17.0% | -17.3% |
| 3M | -25.8% | +3.9% | -29.6% | -27.5% |
| 6M | -41.7% | +13.6% | -55.3% | -46.3% |
| YTD | -36.2% | +12.7% | -48.9% | -40.7% |
| 1Y | -42.1% | +17.5% | -59.6% | -47.4% |
| 3Y | -46.2% | +76.9% | -123.1% | -60.3% |
| All | -70.8% | +82.3% | -153.1% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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