+16.6%
QBTS vs SYF
+66.9%
-50.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.1% | +7.8% |
| 7D | +13.7% | -4.7% | +18.4% | +17.1% |
| 30D | -21.3% | +0.6% | -21.9% | -21.5% |
| 3M | -44.7% | -6.8% | -37.9% | -42.2% |
| 6M | -49.2% | +0.5% | -49.7% | -49.6% |
| YTD | -56.1% | -11.1% | -45.0% | -53.1% |
| 1Y | -61.1% | +1.3% | -62.4% | -61.5% |
| 3Y | +1,511.0% | +164.6% | +1,346.3% | +874.1% |
| 5Y | +16.6% | +65.2% | -48.6% | -25.2% |
| All | +16.6% | +66.9% | -50.3% | -25.2% |
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