+13.0%
QBTS vs STT
+190.7%
-177.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.2% | +4.2% | +5.7% |
| 7D | +13.7% | +0.9% | +12.7% | +13.5% |
| 30D | -21.3% | -2.3% | -18.9% | -19.8% |
| 3M | -44.7% | -7.0% | -37.8% | -42.4% |
| 6M | -49.2% | +15.5% | -64.7% | -52.4% |
| YTD | -56.1% | +35.6% | -91.7% | -61.8% |
| 1Y | -61.1% | +47.9% | -109.0% | -67.4% |
| 3Y | +1,511.0% | +181.1% | +1,329.9% | +1,009.7% |
| 5Y | +16.6% | +108.2% | -91.6% | -15.9% |
| All | +13.0% | +190.7% | -177.7% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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