+63.3%
QBTS vs SM
+506.7%
-443.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.1% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -22.5% | +26.3% | -48.8% | -25.0% |
| 3M | -40.0% | +8.7% | -48.7% | -41.2% |
| 6M | -12.3% | +51.7% | -64.0% | -20.2% |
| YTD | -36.6% | +99.0% | -135.6% | -45.3% |
| 1Y | +8.4% | +34.6% | -26.2% | 0.0% |
| 3Y | +1,380.4% | -7.8% | +1,388.1% | +1,287.8% |
| 5Y | +69.7% | +104.8% | -35.1% | +53.7% |
| All | +63.3% | +506.7% | -443.4% | +48.1% |
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