+75.4%
QBTS vs SPXL
+137.2%
-61.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.3% |
| 7D | +3.8% | -1.3% | +5.1% | +4.5% |
| 30D | -15.2% | -5.0% | -10.2% | -12.7% |
| 3M | -27.2% | +7.6% | -34.8% | -29.3% |
| 6M | -10.1% | +33.6% | -43.7% | -20.3% |
| YTD | -34.5% | +28.1% | -62.6% | -40.4% |
| 1Y | +6.0% | +43.6% | -37.6% | -7.3% |
| 3Y | +1,779.3% | +225.8% | +1,553.4% | +1,173.6% |
| 5Y | +75.4% | +140.1% | -64.6% | +19.8% |
| All | +75.4% | +137.2% | -61.8% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling