+64.1%
QBTS vs SM
+535.7%
-471.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.8% |
| 7D | -1.0% | +2.1% | -3.1% | -1.2% |
| 30D | -17.6% | +18.1% | -35.8% | -19.5% |
| 3M | -28.3% | +17.0% | -45.3% | -30.5% |
| 6M | -11.2% | +55.4% | -66.6% | -19.3% |
| YTD | -36.3% | +108.6% | -144.8% | -45.4% |
| 1Y | +3.9% | +45.7% | -41.8% | -5.2% |
| 3Y | +1,728.8% | -0.3% | +1,729.1% | +1,597.9% |
| 5Y | +70.9% | +113.0% | -42.2% | +53.9% |
| All | +64.1% | +535.7% | -471.5% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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