-100.0%
SOXS vs QBTS
+63.9%
-163.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -5.4% |
| 7D | -4.7% | +1.3% | -6.1% | -4.4% |
| 30D | +7.7% | -19.0% | +26.7% | +4.3% |
| 3M | -10.2% | -29.5% | +19.3% | -10.9% |
| 6M | -99.2% | -11.2% | -88.0% | -99.3% |
| YTD | -99.5% | -35.8% | -63.8% | -99.6% |
| 1Y | -99.8% | +1.7% | -101.5% | -99.8% |
| 3Y | -100.0% | +1,470.1% | -1,570.1% | -100.0% |
| 5Y | -100.0% | +72.3% | -172.3% | -100.0% |
| All | -100.0% | +63.9% | -163.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 QBTS 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