+5.2%
QBTS vs SE
-61.0%
+66.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +0.1% | +17.9% | +18.0% |
| 7D | +0.3% | +2.0% | -1.7% | +0.1% |
| 30D | -29.8% | -20.0% | -9.8% | -27.4% |
| 3M | -45.0% | -31.8% | -13.2% | -41.9% |
| 6M | -55.2% | -15.9% | -39.3% | -54.1% |
| YTD | -59.2% | -40.6% | -18.5% | -56.4% |
| 1Y | -62.4% | -50.7% | -11.7% | -59.0% |
| 3Y | +1,264.0% | +70.3% | +1,193.7% | +1,256.6% |
| 5Y | +8.8% | -78.8% | +87.6% | +11.7% |
| All | +5.2% | -61.0% | +66.2% | +6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling