+572.5%
SNPS vs QXO
+34.5%
+538.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +0.9% | -7.8% | +8.7% | +1.0% |
| 30D | -3.6% | -18.1% | +14.5% | -3.4% |
| 3M | -12.9% | -25.8% | +12.8% | -12.6% |
| 6M | -8.2% | -41.7% | +33.5% | -7.7% |
| YTD | -15.4% | -36.2% | +20.8% | -15.0% |
| 1Y | -9.3% | -42.1% | +32.8% | -8.8% |
| 3Y | -14.0% | -46.2% | +32.2% | -16.9% |
| 5Y | +19.5% | -70.7% | +90.2% | +15.5% |
| All | +572.5% | +34.5% | +538.0% | +530.1% |
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