+55.7%
STM vs QBTS
+72.4%
-16.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.6% | -7.1% | -0.9% |
| 7D | +5.2% | +6.8% | -1.6% | +4.7% |
| 30D | -7.4% | -14.9% | +7.5% | -6.5% |
| 3M | -30.6% | -31.6% | +1.0% | -29.3% |
| 6M | +66.4% | -4.9% | +71.3% | +65.7% |
| YTD | +101.1% | -32.4% | +133.6% | +103.1% |
| 1Y | +97.4% | +14.6% | +82.8% | +92.2% |
| 3Y | +21.1% | +1,839.6% | -1,818.5% | -0.2% |
| 5Y | +22.5% | +81.2% | -58.8% | -4.3% |
| All | +55.7% | +72.4% | -16.7% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 QBTS 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