+1,216.8%
QBTS vs SN
+440.0%
+776.8%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.8% | -5.7% | -4.5% |
| 7D | -10.5% | +1.5% | -12.0% | -11.1% |
| 30D | -20.5% | +21.5% | -42.0% | -29.1% |
| 3M | -54.3% | +20.0% | -74.3% | -59.2% |
| 6M | -55.4% | +119.9% | -175.3% | -73.0% |
| YTD | -63.4% | +102.3% | -165.8% | -76.9% |
| 1Y | -59.1% | +148.0% | -207.1% | -77.2% |
| 3Y | +1,216.8% | +450.0% | +766.8% | +450.8% |
| All | +1,216.8% | +440.0% | +776.8% | +450.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling