+74.1%
QBTS vs SO
+82.8%
-8.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.0% | +5.6% | +7.0% |
| 7D | +6.8% | +1.0% | +5.8% | +7.3% |
| 30D | -14.9% | -3.2% | -11.7% | -16.1% |
| 3M | -31.6% | -1.7% | -29.9% | -31.8% |
| 6M | -4.9% | -7.2% | +2.2% | -7.4% |
| YTD | -32.4% | +4.6% | -37.0% | -30.5% |
| 1Y | +14.6% | +1.2% | +13.4% | +16.6% |
| 3Y | +1,839.6% | +45.3% | +1,794.4% | +2,119.1% |
| 5Y | +81.2% | +58.7% | +22.5% | +107.5% |
| All | +74.1% | +82.8% | -8.7% | +96.3% |
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