+3.3%
QBTS vs SMTC
+64.9%
-61.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.5% | -6.1% | -7.6% |
| 7D | +1.1% | -10.9% | +12.0% | +5.5% |
| 30D | -28.1% | -39.4% | +11.3% | -13.4% |
| 3M | -48.1% | -13.5% | -34.5% | -47.2% |
| 6M | -53.6% | -6.8% | -46.7% | -54.5% |
| YTD | -59.9% | +54.0% | -113.9% | -68.2% |
| 1Y | -64.3% | +50.8% | -115.1% | -71.3% |
| 3Y | +1,355.6% | +677.3% | +678.2% | +563.9% |
| 5Y | +6.6% | +28.7% | -22.1% | -45.9% |
| All | +3.3% | +64.9% | -61.6% | -46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling