-5.4%
QXO vs STZ
+570.0%
-575.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.5% | -4.1% |
| 7D | -3.9% | -6.0% | +2.2% | -3.7% |
| 30D | -17.4% | -8.9% | -8.5% | -17.2% |
| 3M | -22.5% | -12.6% | -9.9% | -22.3% |
| 6M | -41.4% | -17.2% | -24.2% | -41.1% |
| YTD | -34.1% | -10.0% | -24.1% | -33.9% |
| 1Y | -40.8% | -14.3% | -26.5% | -40.6% |
| 3Y | -43.9% | -49.9% | +6.0% | -44.1% |
| 5Y | -69.6% | -38.2% | -31.4% | -69.4% |
| 10Y | +41.0% | -12.0% | +52.9% | +50.7% |
| All | -5.4% | +570.0% | -575.5% | -34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling