+68.7%
QBTS vs FSLR
+137.1%
-68.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.8% | +1.6% | -1.9% |
| 7D | +3.8% | +0.2% | +3.6% | +3.8% |
| 30D | -15.2% | -15.1% | -0.1% | -11.7% |
| 3M | -27.2% | -22.5% | -4.7% | -22.5% |
| 6M | -10.1% | +4.0% | -14.0% | -9.2% |
| YTD | -34.5% | -22.3% | -12.3% | -30.7% |
| 1Y | +6.0% | 0.0% | +6.0% | +8.2% |
| 3Y | +1,779.3% | +10.9% | +1,768.4% | +1,680.5% |
| 5Y | +75.4% | +105.4% | -30.0% | +77.2% |
| All | +68.7% | +137.1% | -68.4% | +70.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling