+3.3%
QBTS vs SYF
+150.7%
-147.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.1% | -6.6% | -7.5% |
| 7D | +1.1% | -4.2% | +5.3% | +3.6% |
| 30D | -28.1% | -1.1% | -27.0% | -27.6% |
| 3M | -48.1% | -7.9% | -40.2% | -45.6% |
| 6M | -53.6% | -1.1% | -52.5% | -53.4% |
| YTD | -59.9% | -12.6% | -47.3% | -57.0% |
| 1Y | -64.3% | -2.4% | -61.9% | -63.8% |
| 3Y | +1,355.6% | +156.6% | +1,198.9% | +890.3% |
| 5Y | +6.6% | +61.9% | -55.3% | -23.7% |
| All | +3.3% | +150.7% | -147.5% | -25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling