+153.1%
SO vs QXO
+34.5%
+118.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -1.1% | -7.8% | +6.7% | -1.0% |
| 30D | -5.0% | -18.1% | +13.1% | -4.9% |
| 3M | -5.8% | -25.8% | +20.0% | -5.7% |
| 6M | -7.9% | -41.7% | +33.8% | -7.8% |
| YTD | +2.4% | -36.2% | +38.6% | +2.6% |
| 1Y | -2.3% | -42.1% | +39.8% | -2.1% |
| 3Y | +41.9% | -46.2% | +88.0% | +39.6% |
| 5Y | +58.1% | -70.7% | +128.8% | +56.1% |
| All | +153.1% | +34.5% | +118.6% | +137.0% |
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