+86.8%
SCHW vs QXO
-47.1%
+133.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -1.9% | -7.8% | +5.9% | -1.9% |
| 30D | -1.6% | -18.1% | +16.5% | -1.7% |
| 3M | +21.3% | -25.8% | +47.0% | +21.2% |
| 6M | +16.5% | -41.7% | +58.2% | +16.4% |
| YTD | +8.4% | -36.2% | +44.6% | +8.3% |
| 1Y | +15.6% | -42.1% | +57.7% | +15.5% |
| 3Y | +86.8% | -46.2% | +133.0% | +86.2% |
| All | +86.8% | -47.1% | +133.9% | +86.2% |
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