-65.1%
QBTS vs STLA
-53.0%
-12.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | -0.3% |
| 7D | -11.8% | -0.6% | -11.2% | -11.8% |
| 30D | -33.6% | +3.6% | -37.2% | -33.9% |
| 3M | -52.5% | -20.6% | -31.8% | -51.4% |
| 6M | -50.4% | -34.3% | -16.1% | -48.0% |
| YTD | -60.3% | -57.3% | -3.0% | -58.1% |
| 1Y | -65.1% | -52.6% | -12.4% | -69.4% |
| All | -65.1% | -53.0% | -12.1% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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