+1,500.0%
QBTS vs SPXL
+220.2%
+1,279.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -1.7% |
| 7D | +3.8% | -1.3% | +5.1% | +5.0% |
| 30D | -15.2% | -5.0% | -10.2% | -10.7% |
| 3M | -27.2% | +7.6% | -34.8% | -31.5% |
| 6M | -10.1% | +33.6% | -43.7% | -28.9% |
| YTD | -34.5% | +28.1% | -62.6% | -45.9% |
| 1Y | +6.0% | +43.6% | -37.6% | -19.5% |
| All | +1,500.0% | +220.2% | +1,279.8% | +320.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling