+65.5%
QBTS vs SYY
+26.1%
+39.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | +1.3% | +3.9% | -2.6% | +0.9% |
| 30D | -19.0% | -1.7% | -17.2% | -18.8% |
| 3M | -29.5% | +5.2% | -34.6% | -30.0% |
| 6M | -11.2% | -0.2% | -11.0% | -11.6% |
| YTD | -35.8% | +15.4% | -51.1% | -36.6% |
| 1Y | +1.7% | +5.6% | -3.9% | +0.9% |
| 3Y | +1,470.1% | +28.9% | +1,441.2% | +1,465.9% |
| 5Y | +72.3% | +24.1% | +48.2% | +70.7% |
| All | +65.5% | +26.1% | +39.4% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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