+177.8%
SE vs QXO
-47.1%
+224.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -5.2% | -7.8% | +2.6% | -5.0% |
| 30D | -17.1% | -18.1% | +1.0% | -16.7% |
| 3M | +24.0% | -25.8% | +49.7% | +24.7% |
| 6M | +21.0% | -41.7% | +62.7% | +22.2% |
| YTD | -16.7% | -36.2% | +19.5% | -16.1% |
| 1Y | -45.9% | -42.1% | -3.8% | -45.4% |
| 3Y | +177.8% | -46.2% | +224.0% | +160.3% |
| All | +177.8% | -47.1% | +224.9% | +160.3% |
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 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