-10.8%
QBTS vs SWKS
-34.4%
+23.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -2.1% | -10.8% | -11.9% |
| 7D | -21.7% | -9.2% | -12.5% | -18.1% |
| 30D | -42.7% | -1.9% | -40.8% | -42.1% |
| 3M | -57.7% | +21.2% | -78.9% | -62.1% |
| 6M | -58.0% | +12.9% | -70.9% | -61.1% |
| YTD | -65.4% | +30.7% | -96.1% | -70.2% |
| 1Y | -70.8% | +14.1% | -85.0% | -73.3% |
| 3Y | +930.8% | -1.7% | +932.4% | +876.1% |
| 5Y | -7.8% | -43.0% | +35.2% | -8.7% |
| All | -10.8% | -34.4% | +23.6% | -10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling