+171.9%
SAP vs QXO
+34.5%
+137.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -4.1% | -7.8% | +3.7% | -4.0% |
| 30D | +1.1% | -18.1% | +19.2% | +1.3% |
| 3M | +26.1% | -25.8% | +51.9% | +26.5% |
| 6M | +9.8% | -41.7% | +51.5% | +10.4% |
| YTD | -13.6% | -36.2% | +22.6% | -13.3% |
| 1Y | -18.7% | -42.1% | +23.4% | -18.3% |
| 3Y | +54.1% | -46.2% | +100.3% | +51.3% |
| 5Y | +54.7% | -70.7% | +125.5% | +51.4% |
| All | +171.9% | +34.5% | +137.4% | +166.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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