+63.3%
QBTS vs SPG
+218.1%
-154.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | -2.4% | -2.4% | 0.0% | -1.6% |
| 30D | -22.5% | -6.8% | -15.7% | -20.5% |
| 3M | -40.0% | +2.7% | -42.7% | -41.3% |
| 6M | -12.3% | +5.5% | -17.8% | -15.1% |
| YTD | -36.6% | +15.7% | -52.3% | -41.1% |
| 1Y | +8.4% | +20.9% | -12.4% | -1.5% |
| 3Y | +1,380.4% | +112.4% | +1,268.0% | +1,029.6% |
| 5Y | +69.7% | +101.4% | -31.6% | +32.6% |
| All | +63.3% | +218.1% | -154.8% | +27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling