+76.9%
SPY vs QXO
-47.1%
+124.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -0.8% | -7.8% | +7.0% | -0.7% |
| 30D | -1.1% | -18.1% | +17.0% | -0.9% |
| 3M | +3.9% | -25.8% | +29.6% | +4.1% |
| 6M | +13.6% | -41.7% | +55.3% | +13.9% |
| YTD | +12.7% | -36.2% | +48.9% | +13.0% |
| 1Y | +17.5% | -42.1% | +59.6% | +17.8% |
| 3Y | +76.9% | -46.2% | +123.1% | +75.7% |
| All | +76.9% | -47.1% | +124.0% | +75.7% |
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