+45.4%
SMR vs QXO
-47.1%
+92.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.2% | -15.8% | -15.7% |
| 7D | -11.2% | -7.8% | -3.4% | -10.9% |
| 30D | -10.2% | -18.1% | +7.9% | -9.3% |
| 3M | -10.0% | -25.8% | +15.7% | -8.8% |
| 6M | -30.5% | -41.7% | +11.3% | -28.8% |
| YTD | -39.2% | -36.2% | -3.1% | -37.9% |
| 1Y | -75.5% | -42.1% | -33.4% | -74.9% |
| 3Y | +45.4% | -46.2% | +91.6% | +42.9% |
| All | +45.4% | -47.1% | +92.5% | +42.9% |
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 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