+816.0%
SCHW vs QXO
-8.4%
+824.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -1.9% | -7.8% | +5.9% | -1.8% |
| 30D | -1.6% | -18.1% | +16.5% | -1.5% |
| 3M | +21.3% | -25.8% | +47.0% | +21.5% |
| 6M | +16.5% | -41.7% | +58.2% | +16.9% |
| YTD | +8.4% | -36.2% | +44.6% | +8.6% |
| 1Y | +15.6% | -42.1% | +57.7% | +15.9% |
| 3Y | +86.8% | -46.2% | +133.0% | +82.2% |
| 5Y | +60.5% | -70.7% | +131.2% | +56.7% |
| 10Y | +297.7% | +36.5% | +261.2% | +279.9% |
| All | +816.0% | -8.4% | +824.4% | +751.9% |
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