-5.8%
QBTS vs SAN
+376.1%
-381.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.2% |
| 7D | -10.5% | +4.0% | -14.5% | -12.4% |
| 30D | -20.5% | -7.8% | -12.7% | -16.9% |
| 3M | -54.3% | -16.4% | -37.9% | -49.4% |
| 6M | -55.4% | +3.5% | -58.9% | -56.0% |
| YTD | -63.4% | +6.7% | -70.1% | -64.4% |
| 1Y | -59.1% | +14.5% | -73.6% | -61.7% |
| 3Y | +1,216.8% | +243.5% | +973.3% | +683.8% |
| 5Y | -2.6% | +296.2% | -298.8% | -43.0% |
| All | -5.8% | +376.1% | -381.9% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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