+68.7%
QBTS vs SCHG
+133.6%
-64.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.3% |
| 7D | +3.8% | -0.9% | +4.7% | +4.9% |
| 30D | -15.2% | -2.3% | -12.9% | -12.6% |
| 3M | -27.2% | +4.5% | -31.7% | -30.0% |
| 6M | -10.1% | +13.6% | -23.6% | -19.3% |
| YTD | -34.5% | +7.6% | -42.1% | -37.2% |
| 1Y | +6.0% | +13.0% | -7.0% | -1.6% |
| 3Y | +1,779.3% | +87.0% | +1,692.3% | +1,185.3% |
| 5Y | +75.4% | +82.9% | -7.4% | +17.8% |
| All | +68.7% | +133.6% | -64.9% | +9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling