+904.4%
STX vs QBTS
-4.0%
+908.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.6% | +6.4% | -0.8% |
| 7D | +16.8% | +8.7% | +8.1% | +16.2% |
| 30D | -27.0% | -26.5% | -0.6% | -25.8% |
| 3M | -37.9% | -52.6% | +14.7% | -35.4% |
| 6M | -32.5% | -56.0% | +23.5% | -29.9% |
| YTD | +98.6% | -62.4% | +161.0% | +106.3% |
| 1Y | +93.6% | -62.7% | +156.3% | +100.6% |
| 3Y | +699.1% | +1,266.7% | -567.6% | +638.1% |
| 5Y | +481.0% | +0.2% | +480.8% | +404.0% |
| All | +904.4% | -4.0% | +908.4% | +803.8% |
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