+13.0%
QBTS vs STLD
+522.5%
-509.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.1% | +5.3% | +6.7% |
| 7D | +13.7% | -9.7% | +23.3% | +17.5% |
| 30D | -21.3% | -4.5% | -16.7% | -20.0% |
| 3M | -44.7% | -13.1% | -31.7% | -42.4% |
| 6M | -49.2% | -2.8% | -46.4% | -49.2% |
| YTD | -56.1% | +35.3% | -91.5% | -60.3% |
| 1Y | -61.1% | +51.4% | -112.5% | -65.9% |
| 3Y | +1,511.0% | +117.9% | +1,393.0% | +1,166.7% |
| 5Y | +16.6% | +272.6% | -256.0% | -7.2% |
| All | +13.0% | +522.5% | -509.5% | -10.9% |
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