-5.8%
QBTS vs SBAC
-24.5%
+18.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.3% | -2.9% |
| 7D | -10.5% | +0.6% | -11.1% | -10.5% |
| 30D | -20.5% | +5.5% | -26.0% | -20.7% |
| 3M | -54.3% | +3.1% | -57.3% | -54.3% |
| 6M | -55.4% | -7.0% | -48.4% | -55.2% |
| YTD | -63.4% | +0.5% | -63.9% | -63.7% |
| 1Y | -59.1% | +0.2% | -59.4% | -59.4% |
| 3Y | +1,216.8% | -7.4% | +1,224.2% | +1,201.5% |
| 5Y | -2.6% | -39.7% | +37.1% | -4.4% |
| All | -5.8% | -24.5% | +18.6% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling