-56.4%
QBTS vs STLA
-43.9%
-12.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.6% | -5.0% | -7.2% |
| 7D | +1.1% | -4.9% | +6.0% | +3.4% |
| 30D | -28.1% | -4.9% | -23.2% | -26.3% |
| 3M | -48.1% | -23.7% | -24.4% | -41.1% |
| All | -56.4% | -43.9% | -12.4% | -33.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling