+1,216.8%
QBTS vs SSNC
+58.0%
+1,158.8%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -3.0% |
| 7D | -10.5% | +2.3% | -12.8% | -12.1% |
| 30D | -20.5% | -3.1% | -17.4% | -19.4% |
| 3M | -54.3% | -2.7% | -51.5% | -54.1% |
| 6M | -55.4% | +23.7% | -79.1% | -66.1% |
| YTD | -63.4% | -8.0% | -55.4% | -60.4% |
| 1Y | -59.1% | -4.7% | -54.4% | -57.6% |
| 3Y | +1,216.8% | +58.0% | +1,158.8% | +346.5% |
| All | +1,216.8% | +58.0% | +1,158.8% | +346.5% |
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