+4.9%
QBTS vs SFM
+151.5%
-146.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.8% | +1.8% |
| 7D | +2.6% | -7.1% | +9.7% | +2.3% |
| 30D | -22.5% | -21.4% | -1.1% | -23.0% |
| 3M | -47.4% | -40.1% | -7.3% | -48.3% |
| 6M | -55.7% | -38.0% | -17.7% | -56.4% |
| YTD | -59.3% | -36.5% | -22.7% | -60.0% |
| 1Y | -63.3% | -35.2% | -28.1% | -63.9% |
| 3Y | +1,379.2% | +23.5% | +1,355.7% | +1,544.2% |
| 5Y | +8.3% | +109.7% | -101.4% | +27.7% |
| All | +4.9% | +151.5% | -146.6% | +23.3% |
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