+70.1%
QBTS vs SFM
+241.7%
-171.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -1.3% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -22.5% | -4.4% | -18.1% | -22.6% |
| 3M | -40.0% | +1.5% | -41.5% | -39.9% |
| 6M | -12.3% | +6.5% | -18.8% | -12.2% |
| YTD | -36.6% | +2.2% | -38.8% | -36.7% |
| 1Y | +8.4% | -41.9% | +50.3% | +6.1% |
| 3Y | +1,380.4% | +106.8% | +1,273.6% | +1,621.4% |
| All | +70.1% | +241.7% | -171.7% | +109.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling