+29.8%
SNOW vs QXO
-8.9%
+38.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.4% |
| 7D | -7.5% | -8.7% | +1.2% | -7.2% |
| 30D | -1.3% | -21.0% | +19.6% | -0.6% |
| 3M | +37.4% | -18.4% | +55.8% | +38.1% |
| 6M | +88.1% | -43.0% | +131.1% | +90.9% |
| YTD | +50.3% | -36.3% | +86.6% | +51.8% |
| 1Y | +46.0% | -42.8% | +88.8% | +47.8% |
| 3Y | +98.7% | -45.8% | +144.5% | +75.2% |
| 5Y | +3.5% | -70.8% | +74.3% | -9.0% |
| All | +29.8% | -8.9% | +38.8% | -8.7% |
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