-5.8%
QBTS vs SPXL
+315.0%
-320.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.2% |
| 7D | -10.5% | +7.4% | -17.9% | -13.7% |
| 30D | -20.5% | -7.8% | -12.7% | -16.5% |
| 3M | -54.3% | -11.9% | -42.3% | -50.7% |
| 6M | -55.4% | -1.7% | -53.7% | -53.8% |
| YTD | -63.4% | +20.8% | -84.3% | -65.2% |
| 1Y | -59.1% | +25.0% | -84.1% | -61.4% |
| 3Y | +1,216.8% | +226.1% | +990.7% | +847.0% |
| 5Y | -2.6% | +101.1% | -103.7% | -28.0% |
| All | -5.8% | +315.0% | -320.8% | -33.0% |
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