+63.3%
QBTS vs SMTC
+114.8%
-51.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.2% | -10.7% | -5.1% |
| 7D | -2.4% | +12.7% | -15.2% | -7.2% |
| 30D | -22.5% | +22.0% | -44.5% | -30.1% |
| 3M | -40.0% | -12.7% | -27.3% | -38.4% |
| 6M | -12.3% | +64.8% | -77.1% | -30.3% |
| YTD | -36.6% | +100.7% | -137.3% | -53.6% |
| 1Y | +8.4% | +146.9% | -138.5% | -26.1% |
| 3Y | +1,380.4% | +456.8% | +923.5% | +588.2% |
| 5Y | +69.7% | +89.2% | -19.5% | -21.0% |
| All | +63.3% | +114.8% | -51.5% | -21.6% |
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 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