-3.1%
QBTS vs STLA
-62.6%
+59.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -6.1% | -1.5% | -5.7% |
| 7D | +8.7% | -13.1% | +21.8% | +13.7% |
| 30D | -26.5% | -13.3% | -13.2% | -23.3% |
| 3M | -52.6% | -27.9% | -24.7% | -47.7% |
| 6M | -56.0% | -47.8% | -8.1% | -46.4% |
| YTD | -62.4% | -64.6% | +2.2% | -49.6% |
| 1Y | -62.7% | -64.0% | +1.3% | -50.5% |
| 3Y | +1,266.7% | -76.8% | +1,343.5% | +1,873.4% |
| 5Y | +0.2% | -74.2% | +74.4% | +49.4% |
| All | -3.1% | -62.6% | +59.5% | +40.6% |
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