+13.0%
QBTS vs STRL
+1,694.3%
-1,681.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +15.0% | -7.6% | +2.3% |
| 7D | +13.7% | -13.3% | +27.0% | +17.9% |
| 30D | -21.3% | -43.3% | +22.1% | -5.9% |
| 3M | -44.7% | -46.9% | +2.1% | -32.9% |
| 6M | -49.2% | -65.6% | +16.4% | -30.1% |
| YTD | -56.1% | -5.1% | -51.1% | -58.8% |
| 1Y | -61.1% | -23.1% | -38.0% | -60.7% |
| 3Y | +1,511.0% | +346.8% | +1,164.1% | +1,006.4% |
| 5Y | +16.6% | +907.2% | -890.6% | -19.6% |
| All | +13.0% | +1,694.3% | -1,681.3% | -20.8% |
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