+317.0%
SAP vs QXO
-1.4%
+318.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.7% |
| 7D | -0.3% | +2.9% | -3.1% | -0.3% |
| 30D | +2.6% | -18.0% | +20.6% | +2.7% |
| 3M | +16.3% | -14.7% | +31.0% | +16.3% |
| 6M | +6.4% | -39.2% | +45.6% | +6.6% |
| YTD | -11.4% | -31.3% | +19.9% | -11.3% |
| 1Y | -20.4% | -39.7% | +19.3% | -20.3% |
| 3Y | +56.5% | -41.5% | +98.0% | +55.1% |
| 5Y | +56.8% | -67.0% | +123.8% | +55.3% |
| 10Y | +176.2% | +44.7% | +131.5% | +171.7% |
| All | +317.0% | -1.4% | +318.4% | +283.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling