+41.0%
QXO vs SWK
-0.7%
+41.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.6% |
| 7D | -3.9% | -4.6% | +0.7% | -3.0% |
| 30D | -17.4% | -9.9% | -7.5% | -15.6% |
| 3M | -22.5% | +15.4% | -37.9% | -24.0% |
| 6M | -41.4% | +25.0% | -66.4% | -43.3% |
| YTD | -34.1% | +27.2% | -61.3% | -36.3% |
| 1Y | -40.8% | +24.6% | -65.4% | -42.7% |
| 3Y | -43.9% | +13.7% | -57.6% | -47.6% |
| 5Y | -69.6% | -41.5% | -28.0% | -68.8% |
| 10Y | +41.0% | +0.7% | +40.3% | +119.5% |
| All | +41.0% | -0.7% | +41.6% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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