+74.1%
QBTS vs SPXS
-93.3%
+167.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.6% | +4.9% | +7.4% |
| 7D | +6.8% | -1.5% | +8.4% | +6.0% |
| 30D | -14.9% | +3.7% | -18.6% | -13.0% |
| 3M | -31.6% | -9.6% | -22.0% | -33.1% |
| 6M | -4.9% | -32.4% | +27.4% | -15.5% |
| YTD | -32.4% | -28.7% | -3.8% | -37.5% |
| 1Y | +14.6% | -38.1% | +52.7% | +2.6% |
| 3Y | +1,839.6% | -80.1% | +1,919.7% | +1,331.4% |
| 5Y | +81.2% | -85.9% | +167.1% | +35.5% |
| All | +74.1% | -93.3% | +167.4% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SPXS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling