-0.7%
QXO vs SW
+690.1%
-690.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -1.3% | -5.1% | +3.8% | -0.9% |
| 30D | -16.0% | -4.6% | -11.5% | -15.7% |
| 3M | -17.7% | +9.4% | -27.1% | -18.1% |
| 6M | -42.6% | +3.5% | -46.1% | -42.8% |
| YTD | -30.8% | +22.0% | -52.8% | -31.2% |
| 1Y | -35.3% | +2.2% | -37.5% | -35.6% |
| 3Y | -46.3% | +19.6% | -65.9% | -46.6% |
| 5Y | -69.2% | -2.3% | -66.8% | -69.5% |
| 10Y | +62.1% | +181.4% | -119.2% | +89.9% |
| All | -0.7% | +690.1% | -690.7% | +11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling