+74.1%
QBTS vs SPXL
+346.4%
-272.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.7% | +8.2% | +7.4% |
| 7D | +6.8% | +1.5% | +5.4% | +6.0% |
| 30D | -14.9% | -3.7% | -11.2% | -13.1% |
| 3M | -31.6% | +8.1% | -39.7% | -33.6% |
| 6M | -4.9% | +39.0% | -44.0% | -16.6% |
| YTD | -32.4% | +29.9% | -62.4% | -38.6% |
| 1Y | +14.6% | +46.6% | -32.0% | +0.2% |
| 3Y | +1,839.6% | +230.5% | +1,609.1% | +1,244.1% |
| 5Y | +81.2% | +140.2% | -58.9% | +27.1% |
| All | +74.1% | +346.4% | -272.3% | +18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling