-37.0%
QXO vs SYF
+326.7%
-363.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.7% |
| 7D | -3.9% | -1.3% | -2.5% | -3.5% |
| 30D | -17.4% | -1.1% | -16.3% | -17.1% |
| 3M | -22.5% | +7.4% | -29.9% | -23.7% |
| 6M | -41.4% | +16.2% | -57.6% | -43.3% |
| YTD | -34.1% | -6.1% | -28.0% | -33.1% |
| 1Y | -40.8% | +3.4% | -44.2% | -41.2% |
| 3Y | -43.9% | +162.9% | -206.8% | -55.6% |
| 5Y | -69.6% | +85.6% | -155.2% | -74.7% |
| 10Y | +41.0% | +262.7% | -221.8% | +0.3% |
| All | -37.0% | +326.7% | -363.7% | -38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling