+93.3%
SNOW vs QXO
-47.1%
+140.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -2.4% | -7.8% | +5.4% | -2.3% |
| 30D | -1.0% | -18.1% | +17.1% | -0.7% |
| 3M | +36.9% | -25.8% | +62.6% | +37.3% |
| 6M | +83.4% | -41.7% | +125.1% | +84.3% |
| YTD | +50.0% | -36.2% | +86.2% | +50.6% |
| 1Y | +46.5% | -42.1% | +88.6% | +47.2% |
| 3Y | +93.3% | -46.2% | +139.5% | +82.5% |
| All | +93.3% | -47.1% | +140.4% | +82.5% |
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