-100.0%
SQQQ vs QXO
-8.4%
-91.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.7% | -2.6% |
| 7D | +1.8% | -7.8% | +9.6% | +1.6% |
| 30D | +4.2% | -18.1% | +22.3% | +3.7% |
| 3M | -3.3% | -25.8% | +22.5% | -3.7% |
| 6M | -43.6% | -41.7% | -1.9% | -44.0% |
| YTD | -41.9% | -36.2% | -5.7% | -42.1% |
| 1Y | -50.6% | -42.1% | -8.5% | -50.8% |
| 3Y | -89.3% | -46.2% | -43.1% | -88.8% |
| 5Y | -94.8% | -70.7% | -24.1% | -94.5% |
| 10Y | -100.0% | +36.5% | -136.5% | -100.0% |
| All | -100.0% | -8.4% | -91.6% | -100.0% |
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