+282.9%
SPGI vs QXO
+34.5%
+248.4%
-39.8%
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 | -7.4% | -7.8% | +0.4% | -7.3% |
| 30D | +0.4% | -18.1% | +18.5% | +0.6% |
| 3M | +5.3% | -25.8% | +31.0% | +5.5% |
| 6M | +1.7% | -41.7% | +43.4% | +2.1% |
| YTD | -16.4% | -36.2% | +19.8% | -16.1% |
| 1Y | -20.5% | -42.1% | +21.6% | -20.2% |
| 3Y | +14.2% | -46.2% | +60.4% | +10.4% |
| 5Y | +0.6% | -70.7% | +71.3% | -2.8% |
| All | +282.9% | +34.5% | +248.4% | +262.5% |
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