+8.4%
QBTS vs FSLR
+1.0%
+7.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.5% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -22.5% | -13.7% | -8.8% | -14.8% |
| 3M | -40.0% | -35.1% | -4.9% | -20.9% |
| 6M | -12.3% | +3.6% | -16.0% | -11.1% |
| YTD | -36.6% | -21.7% | -14.9% | -26.7% |
| 1Y | +8.4% | +1.3% | +7.2% | +15.3% |
| All | +8.4% | +1.0% | +7.4% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 1y: compounded portfolio wealth divided by compounded FSLR 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…
1y analysis · Full analysis span regression · 6 months rolling