-60.9%
QBTS vs SNAP
-39.3%
-21.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.8% | +5.6% | +6.1% |
| 7D | +13.7% | -7.3% | +21.0% | +19.6% |
| 30D | -21.3% | -18.9% | -2.3% | -9.2% |
| 3M | -44.7% | -5.3% | -39.5% | -44.1% |
| 6M | -49.2% | -16.9% | -32.2% | -43.5% |
| YTD | -56.1% | -37.4% | -18.7% | -30.0% |
| All | -60.9% | -39.3% | -21.6% | -33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling