+455.3%
SMH vs QBTS
+63.9%
+391.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.4% |
| 7D | +0.3% | +1.3% | -1.1% | +0.2% |
| 30D | -2.8% | -19.0% | +16.2% | -1.6% |
| 3M | -6.7% | -29.5% | +22.8% | -5.1% |
| 6M | +41.8% | -11.2% | +52.9% | +41.4% |
| YTD | +57.9% | -35.8% | +93.6% | +59.6% |
| 1Y | +87.6% | +1.7% | +85.9% | +83.9% |
| 3Y | +282.9% | +1,470.1% | -1,187.2% | +215.0% |
| 5Y | +330.4% | +72.3% | +258.1% | +245.7% |
| All | +455.3% | +63.9% | +391.4% | +356.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling