+5.2%
QBTS vs STLA
-57.0%
+62.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -0.2% | +18.2% | +18.1% |
| 7D | +0.3% | -4.5% | +4.8% | +1.7% |
| 30D | -29.8% | -3.9% | -25.9% | -29.2% |
| 3M | -45.0% | -20.2% | -24.8% | -41.3% |
| 6M | -55.2% | -42.2% | -13.0% | -47.2% |
| YTD | -59.2% | -59.3% | +0.2% | -47.6% |
| 1Y | -62.4% | -56.1% | -6.3% | -53.3% |
| 3Y | +1,264.0% | -73.7% | +1,337.6% | +1,785.9% |
| 5Y | +8.8% | -70.3% | +79.0% | +55.1% |
| All | +5.2% | -57.0% | +62.2% | +46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling