-48.5%
DXCM vs SPXL
+100.1%
-148.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.0% |
| 7D | -3.7% | -2.9% | -0.8% | -2.9% |
| 30D | -5.0% | -12.4% | +7.4% | -0.7% |
| 3M | -8.8% | -11.8% | +2.9% | -5.3% |
| 6M | +31.9% | -1.4% | +33.3% | +30.0% |
| YTD | +20.4% | +19.0% | +1.5% | +9.5% |
| 1Y | +45.7% | +18.0% | +27.8% | +32.7% |
| 3Y | -15.0% | +220.0% | -235.0% | -53.0% |
| 5Y | -48.5% | +102.6% | -151.1% | -67.0% |
| All | -48.5% | +100.1% | -148.6% | -67.0% |
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 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