-55.4%
QBTS vs SPXS
-6.1%
-49.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.2% | -1.1% |
| 7D | -10.5% | -7.5% | -3.0% | -18.4% |
| 30D | -20.5% | +5.3% | -25.9% | -10.9% |
| 3M | -54.3% | +9.7% | -64.0% | -44.3% |
| 6M | -55.4% | -4.6% | -50.9% | -51.8% |
| All | -55.4% | -6.1% | -49.3% | -51.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling