+63.3%
QBTS vs SYF
+178.2%
-114.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | -2.4% | +2.4% | -4.8% | -3.7% |
| 30D | -22.5% | +0.8% | -23.3% | -22.7% |
| 3M | -40.0% | +13.4% | -53.4% | -44.1% |
| 6M | -12.3% | +16.3% | -28.7% | -18.9% |
| YTD | -36.6% | -3.0% | -33.6% | -35.7% |
| 1Y | +8.4% | +5.7% | +2.7% | +5.7% |
| 3Y | +1,380.4% | +160.1% | +1,220.2% | +879.7% |
| 5Y | +69.7% | +88.5% | -18.8% | +14.6% |
| All | +63.3% | +178.2% | -114.9% | +12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling