+1,770.3%
SMCI vs QXO
+34.5%
+1,735.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.1% | +7.3% |
| 7D | +1.3% | -7.8% | +9.1% | +1.6% |
| 30D | +6.6% | -18.1% | +24.7% | +7.4% |
| 3M | +25.4% | -25.8% | +51.2% | +26.6% |
| 6M | +26.1% | -41.7% | +67.9% | +28.5% |
| YTD | +37.0% | -36.2% | +73.2% | +39.1% |
| 1Y | -8.8% | -42.1% | +33.3% | -7.2% |
| 3Y | +44.6% | -46.2% | +90.7% | +39.7% |
| 5Y | +995.9% | -70.7% | +1,066.6% | +960.1% |
| All | +1,770.3% | +34.5% | +1,735.9% | +1,518.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling