+34.5%
QXO vs STZ
-11.3%
+45.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | -7.8% | -4.5% | -3.3% | -7.2% |
| 30D | -18.1% | -8.6% | -9.5% | -17.1% |
| 3M | -25.8% | -13.8% | -12.0% | -24.3% |
| 6M | -41.7% | -17.2% | -24.6% | -40.2% |
| YTD | -36.2% | -9.4% | -26.8% | -35.4% |
| 1Y | -42.1% | -11.9% | -30.2% | -41.2% |
| 3Y | -46.2% | -49.6% | +3.4% | -42.1% |
| 5Y | -70.7% | -37.2% | -33.6% | -69.0% |
| All | +34.5% | -11.3% | +45.8% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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