+1,470.1%
QBTS vs SCHG
+86.3%
+1,383.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | -1.1% |
| 7D | +1.3% | -1.0% | +2.4% | +3.7% |
| 30D | -19.0% | -1.3% | -17.7% | -16.4% |
| 3M | -29.5% | +5.4% | -34.9% | -36.2% |
| 6M | -11.2% | +14.4% | -25.6% | -30.0% |
| YTD | -35.8% | +8.0% | -43.8% | -42.3% |
| 1Y | +1.7% | +12.7% | -11.0% | -14.0% |
| 3Y | +1,470.1% | +85.6% | +1,384.5% | +347.5% |
| All | +1,470.1% | +86.3% | +1,383.8% | +347.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling