-8.0%
QBTS vs STLD
+253.8%
-261.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -7.6% | -5.2% | -10.0% |
| 7D | -21.7% | -12.5% | -9.2% | -17.6% |
| 30D | -42.7% | -6.8% | -35.9% | -41.1% |
| 3M | -57.7% | -16.4% | -41.3% | -54.9% |
| 6M | -58.0% | -6.1% | -51.9% | -57.4% |
| YTD | -65.4% | +32.0% | -97.4% | -69.1% |
| 1Y | -70.8% | +45.5% | -116.3% | -74.9% |
| 3Y | +930.8% | +106.5% | +824.3% | +671.9% |
| All | -8.0% | +253.8% | -261.8% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling