+81.2%
QBTS vs SAN
+381.9%
-300.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.5% | +7.0% | +6.9% |
| 7D | +6.8% | +3.3% | +3.5% | +4.6% |
| 30D | -14.9% | +1.1% | -16.0% | -15.5% |
| 3M | -31.6% | +22.2% | -53.8% | -39.2% |
| 6M | -4.9% | +36.0% | -41.0% | -20.5% |
| YTD | -32.4% | +28.2% | -60.7% | -41.8% |
| 1Y | +14.6% | +54.1% | -39.5% | -11.8% |
| 3Y | +1,839.6% | +354.2% | +1,485.4% | +816.2% |
| 5Y | +81.2% | +387.3% | -306.1% | -13.4% |
| All | +81.2% | +381.9% | -300.7% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling