+74.1%
QBTS vs SPG
+221.8%
-147.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.2% | +5.4% | +6.2% |
| 7D | +6.8% | 0.0% | +6.8% | +6.9% |
| 30D | -14.9% | -4.9% | -9.9% | -13.3% |
| 3M | -31.6% | +3.3% | -34.9% | -33.1% |
| 6M | -4.9% | +11.2% | -16.2% | -9.8% |
| YTD | -32.4% | +17.1% | -49.5% | -37.4% |
| 1Y | +14.6% | +21.6% | -7.0% | +3.9% |
| 3Y | +1,839.6% | +111.9% | +1,727.8% | +1,377.8% |
| 5Y | +81.2% | +106.9% | -25.7% | +41.0% |
| All | +74.1% | +221.8% | -147.8% | +35.3% |
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