+602.5%
SPY vs QXO
-5.4%
+607.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.4% |
| 7D | -0.4% | -3.9% | +3.5% | -0.3% |
| 30D | -1.4% | -17.4% | +16.0% | -1.3% |
| 3M | +3.7% | -22.5% | +26.2% | +3.8% |
| 6M | +13.0% | -41.4% | +54.4% | +13.3% |
| YTD | +12.4% | -34.1% | +46.5% | +12.6% |
| 1Y | +18.5% | -40.8% | +59.4% | +18.8% |
| 3Y | +77.6% | -43.9% | +121.5% | +75.6% |
| 5Y | +81.7% | -69.6% | +151.3% | +79.6% |
| 10Y | +319.7% | +41.0% | +278.7% | +312.2% |
| All | +602.5% | -5.4% | +607.9% | +588.1% |
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