+63.3%
QBTS vs SAN
+475.1%
-411.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | -2.4% | +1.8% | -4.2% | -3.4% |
| 30D | -22.5% | +2.0% | -24.5% | -23.3% |
| 3M | -40.0% | +19.7% | -59.7% | -45.3% |
| 6M | -12.3% | +30.6% | -43.0% | -23.6% |
| YTD | -36.6% | +28.8% | -65.4% | -44.6% |
| 1Y | +8.4% | +57.8% | -49.3% | -15.0% |
| 3Y | +1,380.4% | +338.1% | +1,042.2% | +681.1% |
| 5Y | +69.7% | +384.2% | -314.5% | -10.7% |
| All | +63.3% | +475.1% | -411.7% | -14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling