+233.5%
SPOT vs QXO
-47.1%
+280.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -3.1% | -7.8% | +4.7% | -2.8% |
| 30D | +7.4% | -18.1% | +25.5% | +8.0% |
| 3M | +8.2% | -25.8% | +33.9% | +9.0% |
| 6M | +2.2% | -41.7% | +43.9% | +3.6% |
| YTD | -9.5% | -36.2% | +26.7% | -8.5% |
| 1Y | -23.8% | -42.1% | +18.3% | -22.9% |
| 3Y | +233.5% | -46.2% | +279.6% | +201.6% |
| All | +233.5% | -47.1% | +280.5% | +201.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling