-5.8%
QBTS vs STLD
+527.6%
-533.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -1.8% |
| 7D | -10.5% | +2.9% | -13.4% | -11.3% |
| 30D | -20.5% | -5.6% | -15.0% | -19.0% |
| 3M | -54.3% | -11.7% | -42.5% | -52.6% |
| 6M | -55.4% | -2.8% | -52.6% | -55.5% |
| YTD | -63.4% | +36.4% | -99.9% | -67.0% |
| 1Y | -59.1% | +50.0% | -109.1% | -64.1% |
| 3Y | +1,216.8% | +122.3% | +1,094.5% | +929.2% |
| 5Y | -2.6% | +273.2% | -275.9% | -22.7% |
| All | -5.8% | +527.6% | -533.4% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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