+63.3%
QBTS vs SWKS
-40.2%
+103.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -5.0% | -3.1% |
| 7D | -2.4% | +12.5% | -14.9% | -7.9% |
| 30D | -22.5% | +10.5% | -33.0% | -26.2% |
| 3M | -40.0% | -7.4% | -32.6% | -37.6% |
| 6M | -12.3% | +32.7% | -45.0% | -22.7% |
| YTD | -36.6% | +19.2% | -55.8% | -42.0% |
| 1Y | +8.4% | +2.4% | +6.1% | +6.5% |
| 3Y | +1,380.4% | -25.6% | +1,406.0% | +1,456.8% |
| 5Y | +69.7% | -53.4% | +123.1% | +79.9% |
| All | +63.3% | -40.2% | +103.6% | +75.0% |
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