-5.8%
QBTS vs SE
-61.2%
+55.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -4.0% | -3.0% |
| 7D | -10.5% | -0.5% | -10.0% | -10.4% |
| 30D | -20.5% | -20.9% | +0.4% | -17.7% |
| 3M | -54.3% | -38.9% | -15.4% | -50.8% |
| 6M | -55.4% | -19.4% | -36.0% | -54.0% |
| YTD | -63.4% | -40.9% | -22.5% | -61.0% |
| 1Y | -59.1% | -46.2% | -12.9% | -55.9% |
| 3Y | +1,216.8% | +63.7% | +1,153.1% | +1,213.1% |
| 5Y | -2.6% | -77.9% | +75.3% | -0.1% |
| All | -5.8% | -61.2% | +55.4% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 10y: compounded portfolio wealth divided by compounded SE 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…
10y analysis · Full analysis span regression · 6 months rolling