-42.1%
QXO vs SWK
+53.9%
-96.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | +2.8% | +16.4% | +18.2% |
| 7D | +18.0% | +10.7% | +7.3% | +14.3% |
| 30D | +27.5% | +33.3% | -5.9% | +16.8% |
| 3M | -14.7% | +14.7% | -29.4% | -18.3% |
| 6M | -26.5% | +48.5% | -75.1% | -33.6% |
| YTD | -28.6% | +63.9% | -92.5% | -36.5% |
| 1Y | -19.8% | +80.4% | -100.2% | -29.2% |
| 3Y | -42.1% | +58.1% | -100.2% | -29.6% |
| All | -42.1% | +53.9% | -96.0% | -29.6% |
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