+68.7%
QBTS vs SCCO
+379.9%
-311.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.3% |
| 7D | +3.8% | +2.4% | +1.4% | +2.6% |
| 30D | -15.2% | +6.4% | -21.6% | -17.7% |
| 3M | -27.2% | +21.6% | -48.8% | -33.8% |
| 6M | -10.1% | +13.4% | -23.5% | -15.3% |
| YTD | -34.5% | +52.6% | -87.2% | -46.3% |
| 1Y | +6.0% | +122.4% | -116.4% | -25.1% |
| 3Y | +1,779.3% | +208.5% | +1,570.8% | +1,075.0% |
| 5Y | +75.4% | +353.9% | -278.5% | +4.5% |
| All | +68.7% | +379.9% | -311.2% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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