-41.5%
QXO vs SWK
+14.2%
-55.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | +0.3% |
| 7D | +2.9% | -0.7% | +3.6% | +3.1% |
| 30D | -18.0% | -9.7% | -8.3% | -15.5% |
| 3M | -14.7% | +19.5% | -34.2% | -17.5% |
| 6M | -39.2% | +26.0% | -65.2% | -42.0% |
| YTD | -31.3% | +29.1% | -60.4% | -34.4% |
| 1Y | -39.7% | +23.7% | -63.3% | -42.6% |
| 3Y | -41.5% | +15.3% | -56.8% | -28.8% |
| All | -41.5% | +14.2% | -55.7% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling