-5.8%
QBTS vs SMTC
+66.5%
-72.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.2% | -1.2% |
| 7D | -10.5% | +11.0% | -21.5% | -14.2% |
| 30D | -20.5% | -28.5% | +8.0% | -10.5% |
| 3M | -54.3% | -14.2% | -40.0% | -53.3% |
| 6M | -55.4% | -18.0% | -37.4% | -54.1% |
| YTD | -63.4% | +55.5% | -118.9% | -71.2% |
| 1Y | -59.1% | +69.5% | -128.7% | -68.6% |
| 3Y | +1,216.8% | +699.7% | +517.2% | +495.3% |
| 5Y | -2.6% | +27.4% | -30.1% | -50.8% |
| All | -5.8% | +66.5% | -72.3% | -51.2% |
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