-38.6%
DXCM vs SPXL
+140.3%
-178.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.2% | -3.2% |
| 7D | -6.2% | +1.5% | -7.7% | -6.7% |
| 30D | -0.3% | -3.7% | +3.4% | +1.1% |
| 3M | +10.3% | +8.1% | +2.2% | +6.4% |
| 6M | +24.1% | +39.0% | -14.9% | +7.6% |
| YTD | +27.4% | +29.9% | -2.6% | +13.0% |
| 1Y | +8.4% | +46.6% | -38.2% | -9.0% |
| 3Y | -19.0% | +230.5% | -249.5% | -55.4% |
| 5Y | -38.6% | +140.2% | -178.7% | -62.8% |
| All | -38.6% | +140.3% | -178.9% | -62.8% |
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