-70.8%
QXO vs SYF
+77.7%
-148.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.1% |
| 7D | -7.8% | -4.9% | -2.9% | -6.2% |
| 30D | -18.1% | -4.3% | -13.8% | -16.8% |
| 3M | -25.8% | +5.5% | -31.3% | -26.9% |
| 6M | -41.7% | +17.5% | -59.2% | -44.2% |
| YTD | -36.2% | -7.8% | -28.4% | -34.7% |
| 1Y | -42.1% | +1.6% | -43.7% | -42.3% |
| 3Y | -46.2% | +154.8% | -201.0% | -58.3% |
| All | -70.8% | +77.7% | -148.5% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 5y: compounded portfolio wealth divided by compounded SYF 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…
5y analysis · Full analysis span regression · 6 months rolling