-4.7%
SNOW vs QBTS
+61.8%
-66.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.3% |
| 7D | +2.8% | -2.4% | +5.2% | +3.0% |
| 30D | +6.4% | -22.5% | +28.9% | +8.3% |
| 3M | +38.1% | -40.0% | +78.1% | +42.4% |
| 6M | +100.4% | -12.3% | +112.7% | +99.3% |
| YTD | +53.7% | -36.6% | +90.3% | +55.9% |
| 1Y | +52.0% | +8.4% | +43.5% | +46.9% |
| 3Y | +114.7% | +1,380.4% | -1,265.7% | +61.9% |
| 5Y | +8.8% | +69.7% | -60.9% | -12.0% |
| All | -4.7% | +61.8% | -66.5% | -25.5% |
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