+75.4%
QBTS vs SYF
+89.2%
-13.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.1% |
| 7D | +3.8% | -1.3% | +5.1% | +4.6% |
| 30D | -15.2% | -1.1% | -14.1% | -14.5% |
| 3M | -27.2% | +7.4% | -34.6% | -30.4% |
| 6M | -10.1% | +16.2% | -26.3% | -17.6% |
| YTD | -34.5% | -6.1% | -28.4% | -32.3% |
| 1Y | +6.0% | +3.4% | +2.6% | +4.3% |
| 3Y | +1,779.3% | +162.9% | +1,616.4% | +1,051.2% |
| 5Y | +75.4% | +85.6% | -10.2% | +11.4% |
| All | +75.4% | +89.2% | -13.8% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling