+8.5%
QBTS vs SNAP
-90.7%
+99.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -2.6% | +20.6% | +18.7% |
| 7D | +0.3% | -7.1% | +7.4% | +2.4% |
| 30D | -29.8% | -14.6% | -15.2% | -26.7% |
| 3M | -45.0% | -5.0% | -40.0% | -44.3% |
| 6M | -55.2% | -18.8% | -36.4% | -52.8% |
| YTD | -59.2% | -38.5% | -20.6% | -54.0% |
| 1Y | -62.4% | -38.1% | -24.3% | -57.6% |
| 3Y | +1,264.0% | -53.8% | +1,317.8% | +1,481.0% |
| All | +8.5% | -90.7% | +99.2% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling