-5.8%
QBTS vs SPG
+257.7%
-263.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.6% | -2.7% |
| 7D | -10.5% | +2.0% | -12.5% | -11.1% |
| 30D | -20.5% | +17.2% | -37.8% | -25.1% |
| 3M | -54.3% | +6.3% | -60.6% | -55.3% |
| 6M | -55.4% | +18.7% | -74.1% | -58.6% |
| YTD | -63.4% | +30.1% | -93.5% | -67.4% |
| 1Y | -59.1% | +32.8% | -91.9% | -64.0% |
| 3Y | +1,216.8% | +133.6% | +1,083.2% | +867.1% |
| 5Y | -2.6% | +84.4% | -87.0% | -26.7% |
| All | -5.8% | +257.7% | -263.5% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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