+604.6%
SPYM vs QXO
-8.6%
+613.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.6% |
| 7D | -2.0% | -8.7% | +6.7% | -1.9% |
| 30D | -1.6% | -21.0% | +19.3% | -1.5% |
| 3M | +4.7% | -18.4% | +23.1% | +4.8% |
| 6M | +12.6% | -43.0% | +55.6% | +12.8% |
| YTD | +11.8% | -36.3% | +48.1% | +12.0% |
| 1Y | +17.5% | -42.8% | +60.3% | +17.8% |
| 3Y | +77.0% | -45.8% | +122.7% | +75.3% |
| 5Y | +82.6% | -70.8% | +153.4% | +80.8% |
| 10Y | +320.3% | +36.3% | +284.0% | +314.8% |
| All | +604.6% | -8.6% | +613.2% | +608.4% |
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