-5.8%
QBTS vs SRE
+50.7%
-56.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.6% | -3.1% |
| 7D | -10.5% | +1.8% | -12.2% | -11.0% |
| 30D | -20.5% | -3.0% | -17.5% | -19.8% |
| 3M | -54.3% | -7.3% | -47.0% | -53.4% |
| 6M | -55.4% | -11.9% | -43.5% | -53.9% |
| YTD | -63.4% | -7.9% | -55.6% | -62.9% |
| 1Y | -59.1% | -11.1% | -48.0% | -58.0% |
| 3Y | +1,216.8% | +24.8% | +1,192.0% | +1,173.0% |
| 5Y | -2.6% | +52.4% | -55.0% | -8.0% |
| All | -5.8% | +50.7% | -56.5% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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