+4.9%
QBTS vs SWKS
-29.3%
+34.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.0% | -4.3% | -1.1% |
| 7D | +2.6% | +5.7% | -3.1% | +0.2% |
| 30D | -22.5% | +17.3% | -39.8% | -27.7% |
| 3M | -47.4% | +28.3% | -75.6% | -54.1% |
| 6M | -55.7% | +26.1% | -81.7% | -60.7% |
| YTD | -59.3% | +41.1% | -100.4% | -66.1% |
| 1Y | -63.3% | +31.4% | -94.7% | -68.4% |
| 3Y | +1,379.2% | +7.3% | +1,371.9% | +1,249.5% |
| 5Y | +8.3% | -37.7% | +46.0% | +3.7% |
| All | +4.9% | -29.3% | +34.2% | +2.2% |
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