+56.5%
STM vs QBTS
+61.8%
-5.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.0% |
| 7D | +5.8% | -2.4% | +8.2% | +5.9% |
| 30D | -1.0% | -22.5% | +21.5% | +0.5% |
| 3M | -33.3% | -40.0% | +6.8% | -31.4% |
| 6M | +57.4% | -12.3% | +69.7% | +57.5% |
| YTD | +102.2% | -36.6% | +138.8% | +105.0% |
| 1Y | +99.6% | +8.4% | +91.2% | +95.1% |
| 3Y | +14.5% | +1,380.4% | -1,365.8% | -4.9% |
| 5Y | +21.4% | +69.7% | -48.3% | -4.7% |
| All | +56.5% | +61.8% | -5.3% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling