+68.7%
QBTS vs SE
-44.1%
+112.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +1.0% | -2.5% |
| 7D | +3.8% | -3.6% | +7.5% | +4.4% |
| 30D | -15.2% | -5.3% | -9.9% | -14.6% |
| 3M | -27.2% | +28.1% | -55.3% | -29.7% |
| 6M | -10.1% | +20.7% | -30.7% | -12.5% |
| YTD | -34.5% | -14.8% | -19.7% | -33.8% |
| 1Y | +6.0% | -43.6% | +49.6% | +11.9% |
| 3Y | +1,779.3% | +184.2% | +1,595.0% | +1,660.3% |
| 5Y | +75.4% | -66.3% | +141.7% | +70.2% |
| All | +68.7% | -44.1% | +112.7% | +61.9% |
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