+1,511.0%
QBTS vs SWKS
+3.5%
+1,507.5%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.8% | +6.6% | +7.0% |
| 7D | +13.7% | -2.7% | +16.4% | +15.8% |
| 30D | -21.3% | +8.5% | -29.8% | -24.6% |
| 3M | -44.7% | +17.3% | -62.0% | -51.3% |
| 6M | -49.2% | +25.1% | -74.3% | -56.5% |
| YTD | -56.1% | +33.3% | -89.5% | -64.8% |
| 1Y | -61.1% | +22.9% | -84.0% | -67.0% |
| 3Y | +1,511.0% | +5.5% | +1,505.4% | +1,039.2% |
| All | +1,511.0% | +3.5% | +1,507.5% | +1,039.2% |
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 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