+68.7%
QBTS vs STLA
-48.7%
+117.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.3% | -2.5% |
| 7D | +3.8% | +0.4% | +3.4% | +3.6% |
| 30D | -15.2% | -5.2% | -10.0% | -13.9% |
| 3M | -27.2% | -24.9% | -2.4% | -20.8% |
| 6M | -10.1% | -25.2% | +15.1% | -1.6% |
| YTD | -34.5% | -51.4% | +16.9% | -20.2% |
| 1Y | +6.0% | -40.7% | +46.7% | +19.2% |
| 3Y | +1,779.3% | -66.3% | +1,845.5% | +2,365.3% |
| 5Y | +75.4% | -63.2% | +138.7% | +137.2% |
| All | +68.7% | -48.7% | +117.3% | +122.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling