+65.5%
QBTS vs SPXL
+342.5%
-276.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | -0.4% |
| 7D | +1.3% | -2.5% | +3.9% | +2.6% |
| 30D | -19.0% | -4.2% | -14.8% | -17.1% |
| 3M | -29.5% | +8.1% | -37.6% | -31.5% |
| 6M | -11.2% | +35.6% | -46.8% | -21.1% |
| YTD | -35.8% | +28.8% | -64.6% | -41.3% |
| 1Y | +1.7% | +39.8% | -38.1% | -9.3% |
| 3Y | +1,470.1% | +221.4% | +1,248.7% | +996.0% |
| 5Y | +72.3% | +146.9% | -74.6% | +21.1% |
| All | +65.5% | +342.5% | -276.9% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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