+1,558.0%
QBTS vs SAN
+358.9%
+1,199.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.7% |
| 7D | -2.4% | +1.8% | -4.2% | -4.1% |
| 30D | -22.5% | +2.0% | -24.5% | -23.9% |
| 3M | -40.0% | +19.7% | -59.7% | -48.7% |
| 6M | -12.3% | +30.6% | -43.0% | -31.1% |
| YTD | -36.6% | +28.8% | -65.4% | -50.4% |
| 1Y | +8.4% | +57.8% | -49.3% | -31.4% |
| All | +1,558.0% | +358.9% | +1,199.1% | +241.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling