+260.2%
SO vs QXO
-5.4%
+265.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.3% | -0.7% |
| 7D | 0.0% | -3.9% | +3.9% | 0.0% |
| 30D | -2.5% | -17.4% | +14.9% | -2.5% |
| 3M | -4.2% | -22.5% | +18.3% | -4.2% |
| 6M | -7.7% | -41.4% | +33.7% | -7.7% |
| YTD | +3.8% | -34.1% | +37.9% | +3.8% |
| 1Y | +0.1% | -40.8% | +40.9% | 0.0% |
| 3Y | +44.2% | -43.9% | +88.1% | +44.3% |
| 5Y | +57.9% | -69.6% | +127.4% | +58.0% |
| 10Y | +162.0% | +41.0% | +121.0% | +163.2% |
| All | +260.2% | -5.4% | +265.7% | +269.6% |
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