-99.8%
QUBT vs SPY
+656.2%
-756.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.6% |
| 7D | +2.6% | -0.4% | +2.9% | +3.0% |
| 30D | -10.0% | -1.4% | -8.6% | -8.3% |
| 3M | -15.4% | +3.7% | -19.1% | -18.1% |
| 6M | +5.4% | +13.0% | -7.6% | -6.4% |
| YTD | -21.6% | +12.4% | -34.0% | -29.2% |
| 1Y | -50.4% | +18.5% | -68.9% | -57.4% |
| 3Y | +548.4% | +77.6% | +470.8% | +274.3% |
| 5Y | +17.4% | +81.7% | -64.3% | -29.9% |
| 10Y | +3,920.0% | +319.7% | +3,600.3% | +1,394.8% |
| All | -99.8% | +656.2% | -756.0% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling