+63.3%
QBTS vs SNPS
+68.3%
-5.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +4.0% | +0.8% |
| 7D | -2.4% | -11.0% | +8.6% | +2.4% |
| 30D | -22.5% | -1.7% | -20.7% | -22.1% |
| 3M | -40.0% | -20.4% | -19.7% | -34.0% |
| 6M | -12.3% | -8.6% | -3.7% | -8.7% |
| YTD | -36.6% | -16.2% | -20.4% | -31.8% |
| 1Y | +8.4% | -34.6% | +43.0% | +21.6% |
| 3Y | +1,380.4% | -14.5% | +1,394.8% | +1,385.8% |
| 5Y | +69.7% | +17.0% | +52.7% | +64.8% |
| All | +63.3% | +68.3% | -5.0% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling