+446.2%
QBTS vs SN
+681.9%
-235.7%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.9% | +4.5% | +5.9% |
| 7D | +13.7% | +7.6% | +6.0% | +9.9% |
| 30D | -21.3% | +24.1% | -45.3% | -29.3% |
| 3M | -44.7% | +23.7% | -68.5% | -50.6% |
| 6M | -49.2% | +105.5% | -154.7% | -65.4% |
| YTD | -56.1% | +105.1% | -161.2% | -70.3% |
| 1Y | -61.1% | +148.3% | -209.4% | -76.0% |
| 3Y | +1,511.0% | +438.7% | +1,072.3% | +727.7% |
| All | +446.2% | +681.9% | -235.7% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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