+3.3%
QBTS vs SO
+92.4%
-89.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.1% | -8.7% | -8.6% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | -28.1% | +8.7% | -36.8% | -24.8% |
| 3M | -48.1% | +3.4% | -51.5% | -47.0% |
| 6M | -53.6% | +3.7% | -57.3% | -52.3% |
| YTD | -59.9% | +10.0% | -70.0% | -57.6% |
| 1Y | -64.3% | +6.6% | -70.9% | -62.6% |
| 3Y | +1,355.6% | +52.5% | +1,303.1% | +1,616.4% |
| 5Y | +6.6% | +76.1% | -69.4% | +25.2% |
| All | +3.3% | +92.4% | -89.1% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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