+1,839.6%
QBTS vs SFM
+96.9%
+1,742.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -6.5% | +13.1% | +6.8% |
| 7D | +6.8% | -5.8% | +12.6% | +7.0% |
| 30D | -14.9% | -11.4% | -3.5% | -14.6% |
| 3M | -31.6% | -12.2% | -19.4% | -31.6% |
| 6M | -4.9% | -5.2% | +0.2% | -5.7% |
| YTD | -32.4% | -4.5% | -28.0% | -33.2% |
| 1Y | +14.6% | -45.4% | +60.0% | +18.8% |
| 3Y | +1,839.6% | +91.1% | +1,748.5% | +1,796.5% |
| All | +1,839.6% | +96.9% | +1,742.8% | +1,796.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling