+45.8%
QXO vs SW
+147.8%
-102.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | -1.3% | -5.1% | +3.8% | -0.5% |
| 30D | -16.0% | -4.6% | -11.5% | -15.4% |
| 3M | -17.7% | +9.4% | -27.1% | -18.6% |
| 6M | -42.6% | +3.5% | -46.1% | -42.8% |
| YTD | -30.8% | +22.0% | -52.8% | -32.0% |
| 1Y | -35.3% | +2.2% | -37.5% | -35.6% |
| 3Y | -46.3% | +19.6% | -65.9% | -47.2% |
| 5Y | -69.2% | -2.3% | -66.8% | -69.8% |
| All | +45.8% | +147.8% | -102.0% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling