-46.2%
QXO vs SPYG
+98.4%
-144.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.4% |
| 7D | -7.8% | -0.9% | -6.9% | -7.2% |
| 30D | -18.1% | -1.5% | -16.6% | -17.2% |
| 3M | -25.8% | +3.7% | -29.5% | -27.1% |
| 6M | -41.7% | +16.4% | -58.1% | -46.1% |
| YTD | -36.2% | +13.3% | -49.5% | -40.4% |
| 1Y | -42.1% | +17.9% | -60.0% | -46.5% |
| 3Y | -46.2% | +98.3% | -144.5% | -34.8% |
| All | -46.2% | +98.4% | -144.5% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 3y: compounded portfolio wealth divided by compounded SPYG 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…
3y analysis · Full analysis span regression · 6 months rolling