-5.4%
QXO vs SPY
+608.8%
-614.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.8% |
| 7D | -3.9% | -0.4% | -3.5% | -3.7% |
| 30D | -17.4% | -1.4% | -16.0% | -16.7% |
| 3M | -22.5% | +3.7% | -26.2% | -23.6% |
| 6M | -41.4% | +13.0% | -54.4% | -44.5% |
| YTD | -34.1% | +12.4% | -46.5% | -37.3% |
| 1Y | -40.8% | +18.5% | -59.4% | -44.9% |
| 3Y | -43.9% | +77.6% | -121.5% | -55.8% |
| 5Y | -69.6% | +81.7% | -151.3% | -76.4% |
| 10Y | +41.0% | +319.7% | -278.7% | -7.3% |
| All | -5.4% | +608.8% | -614.3% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling