+81.2%
QBTS vs STLA
-62.5%
+143.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.1% | +9.6% | +7.6% |
| 7D | +6.8% | +0.7% | +6.1% | +6.4% |
| 30D | -14.9% | -2.4% | -12.5% | -14.3% |
| 3M | -31.6% | -23.9% | -7.7% | -25.4% |
| 6M | -4.9% | -24.6% | +19.7% | +4.4% |
| YTD | -32.4% | -50.5% | +18.1% | -16.8% |
| 1Y | +14.6% | -39.8% | +54.4% | +29.2% |
| 3Y | +1,839.6% | -65.6% | +1,905.2% | +2,503.1% |
| 5Y | +81.2% | -62.1% | +143.3% | +153.8% |
| All | +81.2% | -62.5% | +143.7% | +153.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling