-64.3%
QBTS vs STLA
-59.1%
-5.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.6% | -5.0% | -8.2% |
| 7D | +1.1% | -4.9% | +6.0% | +1.9% |
| 30D | -28.1% | -4.9% | -23.2% | -27.5% |
| 3M | -48.1% | -23.7% | -24.4% | -46.7% |
| 6M | -53.6% | -45.0% | -8.6% | -51.5% |
| YTD | -59.9% | -60.9% | +1.0% | -58.4% |
| 1Y | -64.3% | -58.9% | -5.4% | -67.0% |
| All | -64.3% | -59.1% | -5.2% | -67.0% |
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