-5.8%
QBTS vs SWKS
-27.4%
+21.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -10.5% | +9.4% | -19.9% | -14.2% |
| 30D | -20.5% | +17.0% | -37.5% | -25.8% |
| 3M | -54.3% | +28.9% | -83.2% | -60.2% |
| 6M | -55.4% | +33.1% | -88.6% | -61.4% |
| YTD | -63.4% | +44.8% | -108.2% | -70.0% |
| 1Y | -59.1% | +36.2% | -95.3% | -65.4% |
| 3Y | +1,216.8% | +11.5% | +1,205.3% | +1,082.3% |
| 5Y | -2.6% | -37.1% | +34.4% | -7.9% |
| All | -5.8% | -27.4% | +21.6% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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