+8.4%
QBTS vs SARO
-7.4%
+15.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -2.1% |
| 7D | -2.4% | -0.8% | -1.6% | -1.7% |
| 30D | -22.5% | -20.0% | -2.5% | -3.5% |
| 3M | -40.0% | -2.9% | -37.1% | -38.9% |
| 6M | -12.3% | -17.7% | +5.3% | +9.3% |
| YTD | -36.6% | -13.5% | -23.1% | -29.0% |
| 1Y | +8.4% | -9.7% | +18.2% | +16.6% |
| All | +8.4% | -7.4% | +15.8% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling