+60.5%
SWKS vs QXO
+34.5%
+26.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +5.0% | +5.1% |
| 7D | +19.4% | -7.8% | +27.1% | +19.6% |
| 30D | +26.8% | -18.1% | +44.9% | +27.5% |
| 3M | +21.5% | -25.8% | +47.2% | +22.4% |
| 6M | +61.0% | -41.7% | +102.7% | +63.1% |
| YTD | +42.2% | -36.2% | +78.4% | +43.6% |
| 1Y | +22.1% | -42.1% | +64.2% | +23.5% |
| 3Y | -0.9% | -46.2% | +45.3% | -7.4% |
| 5Y | -42.6% | -70.7% | +28.1% | -46.2% |
| All | +60.5% | +34.5% | +26.0% | +41.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling