+1,216.8%
QBTS vs SWKS
+11.3%
+1,205.5%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -10.5% | +9.4% | -19.9% | -15.2% |
| 30D | -20.5% | +17.0% | -37.5% | -27.2% |
| 3M | -54.3% | +28.9% | -83.2% | -61.9% |
| 6M | -55.4% | +33.1% | -88.6% | -63.3% |
| YTD | -63.4% | +44.8% | -108.2% | -72.1% |
| 1Y | -59.1% | +36.2% | -95.3% | -67.5% |
| 3Y | +1,216.8% | +11.5% | +1,205.3% | +723.7% |
| All | +1,216.8% | +11.3% | +1,205.5% | +723.7% |
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