+68.7%
QBTS vs SFM
+263.7%
-195.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.9% | +0.8% | -3.3% |
| 7D | +3.8% | -7.2% | +11.0% | +3.5% |
| 30D | -15.2% | -14.3% | -0.9% | -15.7% |
| 3M | -27.2% | -13.7% | -13.5% | -27.8% |
| 6M | -10.1% | -6.0% | -4.1% | -10.4% |
| YTD | -34.5% | -8.2% | -26.3% | -34.9% |
| 1Y | +6.0% | -46.2% | +52.3% | +3.5% |
| 3Y | +1,779.3% | +83.6% | +1,695.7% | +2,024.1% |
| 5Y | +75.4% | +212.7% | -137.3% | +109.6% |
| All | +68.7% | +263.7% | -195.1% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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