+1,511.0%
QBTS vs SYF
+161.4%
+1,349.5%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.1% | +7.9% |
| 7D | +13.7% | -4.7% | +18.4% | +17.9% |
| 30D | -21.3% | +0.6% | -21.9% | -21.6% |
| 3M | -44.7% | -6.8% | -37.9% | -41.7% |
| 6M | -49.2% | +0.5% | -49.7% | -49.8% |
| YTD | -56.1% | -11.1% | -45.0% | -52.5% |
| 1Y | -61.1% | +1.3% | -62.4% | -61.8% |
| 3Y | +1,511.0% | +164.6% | +1,346.3% | +727.3% |
| All | +1,511.0% | +161.4% | +1,349.5% | +727.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling