+6.0%
QBTS vs SFM
-47.5%
+53.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.9% | +0.8% | -3.4% |
| 7D | +3.8% | -7.2% | +11.0% | +3.2% |
| 30D | -15.2% | -14.3% | -0.9% | -16.2% |
| 3M | -27.2% | -13.7% | -13.5% | -28.4% |
| 6M | -10.1% | -6.0% | -4.1% | -11.6% |
| YTD | -34.5% | -8.2% | -26.3% | -36.3% |
| 1Y | +6.0% | -46.2% | +52.3% | +6.9% |
| All | +6.0% | -47.5% | +53.5% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling