+1,055.8%
QBTS vs STLD
+104.7%
+951.1%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -7.6% | -5.2% | -9.4% |
| 7D | -21.7% | -12.5% | -9.2% | -16.7% |
| 30D | -42.7% | -6.8% | -35.9% | -40.7% |
| 3M | -57.7% | -16.4% | -41.3% | -54.3% |
| 6M | -58.0% | -6.1% | -51.9% | -57.5% |
| YTD | -65.4% | +32.0% | -97.4% | -70.2% |
| 1Y | -70.8% | +45.5% | -116.3% | -76.0% |
| All | +1,055.8% | +104.7% | +951.1% | +656.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling