+1,355.6%
QBTS vs SFM
+19.7%
+1,335.8%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.4% | -7.2% | -8.6% |
| 7D | +1.1% | -6.9% | +8.0% | +1.3% |
| 30D | -28.1% | -25.0% | -3.1% | -27.2% |
| 3M | -48.1% | -42.7% | -5.4% | -46.9% |
| 6M | -53.6% | -41.0% | -12.6% | -52.8% |
| YTD | -59.9% | -38.7% | -21.3% | -59.6% |
| 1Y | -64.3% | -38.1% | -26.2% | -64.1% |
| 3Y | +1,355.6% | +19.3% | +1,336.2% | +1,226.5% |
| All | +1,355.6% | +19.7% | +1,335.8% | +1,226.5% |
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