+63.3%
QBTS vs SFM
+305.0%
-241.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.2% |
| 3Y | +1,380.4% | +106.8% | +1,273.6% | +1,584.2% |
| 5Y | +69.7% | +231.6% | -161.9% | +103.3% |
| All | +63.3% | +305.0% | -241.6% | +95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling