+68.7%
QBTS vs SNPS
+68.0%
+0.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | +3.8% | -5.5% | +9.3% | +6.2% |
| 30D | -15.2% | -4.5% | -10.7% | -13.8% |
| 3M | -27.2% | -15.5% | -11.7% | -22.1% |
| 6M | -10.1% | -10.1% | 0.0% | -5.8% |
| YTD | -34.5% | -16.3% | -18.2% | -29.6% |
| 1Y | +6.0% | -34.9% | +40.9% | +19.2% |
| 3Y | +1,779.3% | -14.4% | +1,793.6% | +1,785.6% |
| 5Y | +75.4% | +17.9% | +57.5% | +70.2% |
| All | +68.7% | +68.0% | +0.6% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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