+54.9%
SCHD vs QXO
-47.1%
+102.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -2.0% | -7.8% | +5.8% | -1.9% |
| 30D | -0.4% | -18.1% | +17.7% | -0.3% |
| 3M | +5.7% | -25.8% | +31.5% | +5.9% |
| 6M | +11.9% | -41.7% | +53.6% | +12.2% |
| YTD | +26.4% | -36.2% | +62.6% | +26.7% |
| 1Y | +27.6% | -42.1% | +69.7% | +27.9% |
| 3Y | +54.9% | -46.2% | +101.1% | +52.8% |
| All | +54.9% | -47.1% | +102.0% | +52.8% |
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