+14.6%
QBTS vs STRL
+73.8%
-59.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.2% | +3.3% | +5.2% |
| 7D | +6.8% | +10.1% | -3.3% | +2.6% |
| 30D | -14.9% | -8.2% | -6.7% | -12.0% |
| 3M | -31.6% | -43.7% | +12.1% | -15.6% |
| 6M | -4.9% | +27.1% | -32.1% | -28.4% |
| YTD | -32.4% | +64.0% | -96.4% | -59.9% |
| 1Y | +14.6% | +75.2% | -60.6% | -29.9% |
| All | +14.6% | +73.8% | -59.2% | -29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling