+1,558.0%
QBTS vs SWKS
-20.0%
+1,578.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -5.0% | -3.7% |
| 7D | -2.4% | +12.5% | -14.9% | -9.9% |
| 30D | -22.5% | +10.5% | -33.0% | -27.6% |
| 3M | -40.0% | -7.4% | -32.6% | -36.9% |
| 6M | -12.3% | +32.7% | -45.0% | -27.2% |
| YTD | -36.6% | +19.2% | -55.8% | -44.5% |
| 1Y | +8.4% | +2.4% | +6.1% | +5.0% |
| All | +1,558.0% | -20.0% | +1,578.0% | +1,320.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling