+63.3%
QBTS vs SBAC
-24.9%
+88.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.4% |
| 7D | -2.4% | -0.8% | -1.6% | -2.4% |
| 30D | -22.5% | +6.9% | -29.4% | -22.7% |
| 3M | -40.0% | -8.2% | -31.8% | -39.7% |
| 6M | -12.3% | -1.6% | -10.7% | -12.7% |
| YTD | -36.6% | -0.1% | -36.5% | -37.0% |
| 1Y | +8.4% | -0.5% | +8.9% | +7.9% |
| 3Y | +1,380.4% | -9.1% | +1,389.4% | +1,363.3% |
| 5Y | +69.7% | -43.8% | +113.5% | +67.5% |
| All | +63.3% | -24.9% | +88.3% | +56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling