+81.2%
QBTS vs SM
+111.2%
-30.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.6% | +3.0% | +5.9% |
| 7D | +6.8% | -0.2% | +7.0% | +6.9% |
| 30D | -14.9% | +31.5% | -46.4% | -19.6% |
| 3M | -31.6% | +17.3% | -48.9% | -34.8% |
| 6M | -4.9% | +48.5% | -53.5% | -17.0% |
| YTD | -32.4% | +106.3% | -138.7% | -46.7% |
| 1Y | +14.6% | +47.3% | -32.7% | -0.9% |
| 3Y | +1,839.6% | -1.4% | +1,841.1% | +1,635.5% |
| 5Y | +81.2% | +114.0% | -32.8% | +52.4% |
| All | +81.2% | +111.2% | -30.0% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling