-5.8%
QBTS vs SM
+444.9%
-450.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -10.5% | +9.4% | -19.9% | -11.6% |
| 30D | -20.5% | -14.4% | -6.2% | -19.3% |
| 3M | -54.3% | +1.6% | -55.8% | -54.7% |
| 6M | -55.4% | +6.3% | -61.8% | -56.7% |
| YTD | -63.4% | +78.8% | -142.2% | -68.3% |
| 1Y | -59.1% | +83.1% | -142.3% | -64.7% |
| 3Y | +1,216.8% | -5.9% | +1,222.7% | +1,125.2% |
| 5Y | -2.6% | +4.8% | -7.5% | -11.1% |
| All | -5.8% | +444.9% | -450.7% | -14.0% |
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