+60.2%
SCHD vs QXO
-70.1%
+130.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.2% |
| 3M | +5.7% | -25.8% | +31.5% | +6.0% |
| 6M | +11.9% | -41.7% | +53.6% | +12.3% |
| YTD | +26.4% | -36.2% | +62.6% | +26.8% |
| 1Y | +27.6% | -42.1% | +69.7% | +28.0% |
| 3Y | +54.9% | -46.2% | +101.1% | +52.1% |
| All | +60.2% | -70.1% | +130.3% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling