+75.4%
QBTS vs SBAC
-44.9%
+120.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -3.1% |
| 7D | +3.8% | +0.2% | +3.6% | +3.8% |
| 30D | -15.2% | +3.9% | -19.1% | -15.3% |
| 3M | -27.2% | -8.2% | -19.0% | -26.8% |
| 6M | -10.1% | -2.8% | -7.3% | -10.4% |
| YTD | -34.5% | -1.5% | -33.0% | -34.9% |
| 1Y | +6.0% | 0.0% | +6.0% | +5.3% |
| 3Y | +1,779.3% | -8.4% | +1,787.6% | +1,752.9% |
| 5Y | +75.4% | -43.5% | +118.9% | +70.4% |
| All | +75.4% | -44.9% | +120.4% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling