+5.2%
QBTS vs SM
+398.2%
-392.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +1.0% | +17.0% | +17.9% |
| 7D | +0.3% | -25.9% | +26.2% | +4.0% |
| 30D | -29.8% | -15.1% | -14.7% | -28.6% |
| 3M | -45.0% | +4.9% | -49.8% | -45.8% |
| 6M | -55.2% | +6.1% | -61.3% | -56.6% |
| YTD | -59.2% | +63.4% | -122.6% | -64.1% |
| 1Y | -62.4% | +72.5% | -134.8% | -67.3% |
| 3Y | +1,264.0% | -16.9% | +1,280.9% | +1,189.9% |
| 5Y | +8.8% | -10.6% | +19.4% | +0.5% |
| All | +5.2% | +398.2% | -392.9% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling