-65.1%
QBTS vs SYF
+4.2%
-69.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.3% |
| 7D | -11.8% | -0.4% | -11.4% | -11.6% |
| 30D | -33.6% | +4.4% | -38.0% | -36.1% |
| 3M | -52.5% | -4.7% | -47.7% | -50.5% |
| 6M | -50.4% | +1.9% | -52.3% | -51.4% |
| YTD | -60.3% | -8.9% | -51.4% | -59.3% |
| 1Y | -65.1% | +4.1% | -69.2% | -67.9% |
| All | -65.1% | +4.2% | -69.3% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 1y: compounded portfolio wealth divided by compounded SYF 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…
1y analysis · Full analysis span regression · 6 months rolling