-15.3%
DXCM vs SPXL
+228.0%
-243.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.7% |
| 7D | +4.9% | +7.4% | -2.5% | +2.8% |
| 30D | -0.2% | -7.8% | +7.7% | +1.7% |
| 3M | -8.9% | -11.9% | +3.0% | -6.2% |
| 6M | +42.3% | -1.7% | +44.0% | +41.1% |
| YTD | +25.6% | +20.8% | +4.7% | +16.2% |
| 1Y | +39.5% | +25.0% | +14.5% | +27.7% |
| 3Y | -15.3% | +226.1% | -241.4% | -46.4% |
| All | -15.3% | +228.0% | -243.3% | -46.4% |
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