+63.3%
QBTS vs FSLR
+138.7%
-75.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -22.5% | -13.7% | -8.8% | -19.7% |
| 3M | -40.0% | -35.1% | -4.9% | -33.4% |
| 6M | -12.3% | +3.6% | -16.0% | -11.5% |
| YTD | -36.6% | -21.7% | -14.9% | -33.0% |
| 1Y | +8.4% | +1.3% | +7.2% | +10.4% |
| 3Y | +1,380.4% | +9.7% | +1,370.7% | +1,299.5% |
| 5Y | +69.7% | +117.4% | -47.7% | +70.8% |
| All | +63.3% | +138.7% | -75.3% | +65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling