+1,500.0%
QBTS vs SSNC
+47.5%
+1,452.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -1.9% |
| 7D | +3.8% | -3.9% | +7.7% | +7.2% |
| 30D | -15.2% | -0.2% | -15.0% | -15.6% |
| 3M | -27.2% | +15.9% | -43.1% | -39.0% |
| 6M | -10.1% | +7.5% | -17.5% | -17.9% |
| YTD | -34.5% | -8.2% | -26.3% | -28.0% |
| 1Y | +6.0% | -9.3% | +15.3% | +17.8% |
| All | +1,500.0% | +47.5% | +1,452.5% | +527.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 3y: compounded portfolio wealth divided by compounded SSNC 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…
3y analysis · Full analysis span regression · 6 months rolling