+68.7%
QBTS vs SGI
+183.9%
-115.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.5% |
| 7D | +3.8% | +0.6% | +3.2% | +3.6% |
| 30D | -15.2% | +5.5% | -20.7% | -16.7% |
| 3M | -27.2% | -3.6% | -23.6% | -26.3% |
| 6M | -10.1% | -15.0% | +4.9% | -5.7% |
| YTD | -34.5% | -23.0% | -11.5% | -29.6% |
| 1Y | +6.0% | -18.4% | +24.4% | +11.7% |
| 3Y | +1,779.3% | +57.8% | +1,721.5% | +1,596.3% |
| 5Y | +75.4% | +51.5% | +24.0% | +58.5% |
| All | +68.7% | +183.9% | -115.2% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling