-46.2%
QXO vs STZ
-49.6%
+3.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | -7.8% | -4.5% | -3.3% | -6.7% |
| 30D | -18.1% | -8.6% | -9.5% | -16.2% |
| 3M | -25.8% | -13.8% | -12.0% | -23.0% |
| 6M | -41.7% | -17.2% | -24.6% | -38.8% |
| YTD | -36.2% | -9.4% | -26.8% | -35.0% |
| 1Y | -42.1% | -11.9% | -30.2% | -40.7% |
| 3Y | -46.2% | -49.6% | +3.4% | -35.2% |
| All | -46.2% | -49.6% | +3.4% | -35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling