+102.2%
SNOW vs QBTS
+1,677.7%
-1,575.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.6% | -7.1% | -1.1% |
| 7D | +4.9% | +6.8% | -1.9% | +4.2% |
| 30D | +1.5% | -14.9% | +16.4% | +3.0% |
| 3M | +39.5% | -31.6% | +71.1% | +43.5% |
| 6M | +85.9% | -4.9% | +90.8% | +83.0% |
| YTD | +52.9% | -32.4% | +85.4% | +54.7% |
| 1Y | +48.1% | +14.6% | +33.5% | +40.8% |
| 3Y | +102.2% | +1,839.6% | -1,737.5% | +28.3% |
| All | +102.2% | +1,677.7% | -1,575.5% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling