+483.5%
SCHD vs QXO
-8.4%
+491.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.8% |
| 6M | +11.9% | -41.7% | +53.6% | +12.1% |
| YTD | +26.4% | -36.2% | +62.6% | +26.6% |
| 1Y | +27.6% | -42.1% | +69.7% | +27.8% |
| 3Y | +54.9% | -46.2% | +101.1% | +53.4% |
| 5Y | +60.9% | -70.7% | +131.7% | +59.4% |
| 10Y | +243.4% | +36.5% | +206.9% | +238.3% |
| All | +483.5% | -8.4% | +491.9% | +474.3% |
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