+3,895.0%
QUBT vs SPY
+322.5%
+3,572.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +0.8% |
| 7D | -0.2% | -0.8% | +0.5% | +1.0% |
| 30D | -10.4% | -1.1% | -9.4% | -8.7% |
| 3M | -19.4% | +3.9% | -23.2% | -23.0% |
| 6M | +4.9% | +13.6% | -8.8% | -11.1% |
| YTD | -22.1% | +12.7% | -34.8% | -32.3% |
| 1Y | -49.7% | +17.5% | -67.2% | -58.4% |
| 3Y | +505.3% | +76.9% | +428.4% | +196.2% |
| 5Y | +22.7% | +83.6% | -60.8% | -39.1% |
| All | +3,895.0% | +322.5% | +3,572.5% | -192.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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