+4.9%
QBTS vs SGI
+160.0%
-155.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | +2.6% | -10.5% | +13.1% | +6.2% |
| 30D | -22.5% | +0.1% | -22.6% | -22.8% |
| 3M | -47.4% | -4.0% | -43.4% | -46.9% |
| 6M | -55.7% | -5.6% | -50.1% | -54.9% |
| YTD | -59.3% | -29.5% | -29.8% | -55.1% |
| 1Y | -63.3% | -31.5% | -31.8% | -59.3% |
| 3Y | +1,379.2% | +71.6% | +1,307.6% | +1,249.9% |
| 5Y | +8.3% | +50.5% | -42.2% | +0.4% |
| All | +4.9% | +160.0% | -155.1% | +1.2% |
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