+5.2%
QBTS vs STLD
+509.7%
-504.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +0.5% | +17.6% | +17.9% |
| 7D | +0.3% | -11.1% | +11.4% | +4.2% |
| 30D | -29.8% | -4.8% | -25.0% | -28.6% |
| 3M | -45.0% | -14.6% | -30.4% | -42.3% |
| 6M | -55.2% | -7.4% | -47.8% | -54.5% |
| YTD | -59.2% | +32.6% | -91.7% | -62.8% |
| 1Y | -62.4% | +47.3% | -109.7% | -66.8% |
| 3Y | +1,264.0% | +107.5% | +1,156.4% | +985.4% |
| 5Y | +8.8% | +268.8% | -260.1% | -12.9% |
| All | +5.2% | +509.7% | -504.5% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling