-100.0%
SOXS vs QBTS
+62.5%
-162.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.7% | +10.8% | +7.6% |
| 7D | -9.4% | -1.0% | -8.5% | -9.5% |
| 30D | +6.2% | -17.6% | +23.8% | +3.1% |
| 3M | -28.0% | -28.3% | +0.3% | -28.3% |
| 6M | -99.2% | -11.2% | -88.0% | -99.2% |
| YTD | -99.5% | -36.3% | -63.2% | -99.5% |
| 1Y | -99.7% | +3.9% | -103.6% | -99.7% |
| 3Y | -100.0% | +1,728.8% | -1,828.7% | -100.0% |
| 5Y | -100.0% | +70.9% | -170.9% | -100.0% |
| All | -100.0% | +62.5% | -162.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling