+6.6%
QBTS vs SWKS
-41.2%
+47.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.1% | -8.5% | -8.6% |
| 7D | +1.1% | -3.1% | +4.2% | +2.9% |
| 30D | -28.1% | +8.3% | -36.4% | -30.7% |
| 3M | -48.1% | +20.2% | -68.3% | -54.0% |
| 6M | -53.6% | +24.9% | -78.5% | -59.2% |
| YTD | -59.9% | +33.2% | -93.1% | -66.6% |
| 1Y | -64.3% | +23.6% | -87.9% | -69.0% |
| 3Y | +1,355.6% | +1.3% | +1,354.3% | +1,247.0% |
| All | +6.6% | -41.2% | +47.8% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling