-65.1%
QBTS vs SCHG
+5.5%
-70.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -4.0% |
| 7D | -11.8% | -2.5% | -9.3% | -3.8% |
| 30D | -33.6% | -5.4% | -28.2% | -19.3% |
| 3M | -52.5% | -2.2% | -50.3% | -48.5% |
| 6M | -50.4% | +5.2% | -55.6% | -56.4% |
| YTD | -60.3% | +6.8% | -67.1% | -65.5% |
| 1Y | -65.1% | +5.9% | -71.0% | -68.2% |
| All | -65.1% | +5.5% | -70.6% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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