+64.1%
QBTS vs SMTC
+131.2%
-67.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -1.5% |
| 7D | -1.0% | +17.5% | -18.5% | -7.3% |
| 30D | -17.6% | +21.3% | -39.0% | -25.0% |
| 3M | -28.3% | +3.1% | -31.5% | -31.4% |
| 6M | -11.2% | +81.7% | -92.9% | -32.0% |
| YTD | -36.3% | +115.9% | -152.2% | -54.7% |
| 1Y | +3.9% | +157.8% | -154.0% | -30.5% |
| 3Y | +1,728.8% | +557.3% | +1,171.5% | +711.9% |
| 5Y | +70.9% | +114.7% | -43.8% | -23.0% |
| All | +64.1% | +131.2% | -67.0% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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