+1,500.0%
QBTS vs SPXS
-79.5%
+1,579.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.6% | -1.7% |
| 7D | +3.8% | +1.2% | +2.6% | +5.1% |
| 30D | -15.2% | +5.2% | -20.4% | -10.4% |
| 3M | -27.2% | -9.2% | -18.0% | -30.5% |
| 6M | -10.1% | -29.6% | +19.5% | -27.0% |
| YTD | -34.5% | -27.6% | -6.9% | -44.1% |
| 1Y | +6.0% | -36.7% | +42.7% | -15.4% |
| All | +1,500.0% | -79.5% | +1,579.5% | +411.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling