+368.8%
SNXX vs QXO
-48.6%
+417.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.2% | -7.2% | -7.2% |
| 7D | -12.0% | -7.8% | -4.2% | -5.6% |
| 30D | +37.9% | -18.1% | +56.0% | +62.4% |
| 3M | -52.7% | -25.8% | -26.9% | -37.0% |
| 6M | +194.8% | -41.7% | +236.5% | +351.8% |
| All | +368.8% | -48.6% | +417.4% | +673.8% |
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