+3.3%
QBTS vs SM
+391.5%
-388.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.4% | -10.1% | -8.8% |
| 7D | +1.1% | -19.5% | +20.6% | +3.7% |
| 30D | -28.1% | -20.2% | -7.9% | -26.3% |
| 3M | -48.1% | -6.5% | -41.6% | -48.1% |
| 6M | -53.6% | +1.6% | -55.1% | -54.8% |
| YTD | -59.9% | +61.2% | -121.2% | -64.7% |
| 1Y | -64.3% | +65.4% | -129.7% | -68.8% |
| 3Y | +1,355.6% | -13.0% | +1,368.6% | +1,268.8% |
| 5Y | +6.6% | -4.3% | +10.9% | -1.4% |
| All | +3.3% | +391.5% | -388.2% | -4.4% |
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