+54.1%
SAP vs QXO
-47.1%
+101.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +26.4% |
| 6M | +9.8% | -41.7% | +51.5% | +10.3% |
| YTD | -13.6% | -36.2% | +22.6% | -13.3% |
| 1Y | -18.7% | -42.1% | +23.4% | -18.4% |
| 3Y | +54.1% | -46.2% | +100.3% | +51.7% |
| All | +54.1% | -47.1% | +101.2% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling