+1,329.3%
QBTS vs SNAP
-46.7%
+1,376.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | +0.6% |
| 7D | -2.4% | +0.7% | -3.1% | -2.8% |
| 30D | -22.5% | +2.6% | -25.1% | -23.9% |
| 3M | -40.0% | -9.9% | -30.1% | -37.4% |
| 6M | -12.3% | +1.9% | -14.2% | -14.2% |
| YTD | -36.6% | -32.2% | -4.4% | -25.3% |
| 1Y | +8.4% | -22.8% | +31.3% | +21.1% |
| All | +1,329.3% | -46.7% | +1,376.0% | +1,236.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling