+75.4%
QBTS vs SMTC
+116.8%
-41.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.4% |
| 7D | +3.8% | +22.5% | -18.7% | -4.8% |
| 30D | -15.2% | +24.9% | -40.1% | -24.1% |
| 3M | -27.2% | +4.1% | -31.3% | -30.8% |
| 6M | -10.1% | +92.6% | -102.6% | -33.8% |
| YTD | -34.5% | +122.5% | -157.0% | -55.0% |
| 1Y | +6.0% | +166.2% | -160.2% | -31.8% |
| 3Y | +1,779.3% | +577.2% | +1,202.1% | +667.3% |
| 5Y | +75.4% | +119.0% | -43.6% | -29.1% |
| All | +75.4% | +116.8% | -41.4% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling