+74.1%
QBTS vs STRL
+3,000.0%
-2,925.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.2% | +3.3% | +5.5% |
| 7D | +6.8% | +10.1% | -3.3% | +3.4% |
| 30D | -14.9% | -8.2% | -6.7% | -12.6% |
| 3M | -31.6% | -43.7% | +12.1% | -18.8% |
| 6M | -4.9% | +27.1% | -32.1% | -17.3% |
| YTD | -32.4% | +64.0% | -96.4% | -46.3% |
| 1Y | +14.6% | +75.2% | -60.6% | -9.0% |
| 3Y | +1,839.6% | +539.9% | +1,299.7% | +1,045.4% |
| 5Y | +81.2% | +2,133.0% | -2,051.8% | +5.5% |
| All | +74.1% | +3,000.0% | -2,925.9% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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