+4.9%
QBTS vs SMTC
+81.9%
-77.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.3% | -8.7% | -2.5% |
| 7D | +2.6% | +12.9% | -10.3% | -2.2% |
| 30D | -22.5% | -25.6% | +3.1% | -14.1% |
| 3M | -47.4% | -4.5% | -42.8% | -48.6% |
| 6M | -55.7% | -8.3% | -47.4% | -56.5% |
| YTD | -59.3% | +69.9% | -129.2% | -69.0% |
| 1Y | -63.3% | +73.9% | -137.2% | -72.1% |
| 3Y | +1,379.2% | +757.7% | +621.5% | +547.3% |
| 5Y | +8.3% | +38.7% | -30.4% | -47.2% |
| All | +4.9% | +81.9% | -77.0% | -47.6% |
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