+3.3%
QBTS vs SAN
+389.8%
-386.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.8% | -9.4% | -9.1% |
| 7D | +1.1% | +10.8% | -9.7% | -5.0% |
| 30D | -28.1% | -5.7% | -22.3% | -25.8% |
| 3M | -48.1% | -13.4% | -34.7% | -43.7% |
| 6M | -53.6% | +3.5% | -57.1% | -54.2% |
| YTD | -59.9% | +9.7% | -69.7% | -61.7% |
| 1Y | -64.3% | +20.9% | -85.2% | -67.6% |
| 3Y | +1,355.6% | +254.3% | +1,101.3% | +751.3% |
| 5Y | +6.6% | +304.2% | -297.6% | -38.6% |
| All | +3.3% | +389.8% | -386.5% | -40.8% |
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