+63.3%
QBTS vs SNAP
-89.7%
+153.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -0.5% |
| 7D | -2.4% | +0.7% | -3.1% | -2.6% |
| 30D | -22.5% | +2.6% | -25.1% | -23.1% |
| 3M | -40.0% | -9.9% | -30.1% | -38.6% |
| 6M | -12.3% | +1.9% | -14.2% | -12.8% |
| YTD | -36.6% | -32.2% | -4.4% | -31.2% |
| 1Y | +8.4% | -22.8% | +31.3% | +15.0% |
| 3Y | +1,380.4% | -47.6% | +1,428.0% | +1,545.7% |
| 5Y | +69.7% | -92.7% | +162.4% | +93.3% |
| All | +63.3% | -89.7% | +153.0% | +83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling