+168.7%
SLV vs QBTS
+61.8%
+107.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.2% |
| 7D | -0.3% | -2.4% | +2.1% | -0.3% |
| 30D | +6.7% | -22.5% | +29.2% | +7.5% |
| 3M | -10.7% | -40.0% | +29.3% | -9.5% |
| 6M | -20.6% | -12.3% | -8.3% | -20.6% |
| YTD | -7.1% | -36.6% | +29.5% | -6.7% |
| 1Y | +62.0% | +8.4% | +53.5% | +61.1% |
| 3Y | +169.8% | +1,380.4% | -1,210.5% | +157.3% |
| 5Y | +161.5% | +69.7% | +91.7% | +135.8% |
| All | +168.7% | +61.8% | +107.0% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 QBTS 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