+65.5%
QBTS vs SNAP
-89.3%
+154.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.1% |
| 7D | +1.3% | +3.8% | -2.5% | +0.4% |
| 30D | -19.0% | +9.2% | -28.2% | -20.8% |
| 3M | -29.5% | +6.6% | -36.0% | -30.7% |
| 6M | -11.2% | +16.9% | -28.0% | -14.3% |
| YTD | -35.8% | -29.6% | -6.1% | -31.0% |
| 1Y | +1.7% | -22.1% | +23.8% | +7.4% |
| 3Y | +1,470.1% | -39.8% | +1,509.9% | +1,610.3% |
| 5Y | +72.3% | -92.4% | +164.7% | +94.3% |
| All | +65.5% | -89.3% | +154.8% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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