+7,589.0%
DXCM vs SPXL
+7,227.9%
+361.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.3% | -1.0% |
| 7D | -9.2% | -3.8% | -5.4% | -8.2% |
| 30D | -6.5% | -8.8% | +2.3% | -3.6% |
| 3M | -10.3% | -7.4% | -2.9% | -8.4% |
| 6M | +35.4% | +1.8% | +33.7% | +31.9% |
| YTD | +21.1% | +23.6% | -2.5% | +8.2% |
| 1Y | +38.2% | +21.7% | +16.5% | +24.0% |
| 3Y | -14.6% | +232.4% | -247.0% | -52.4% |
| 5Y | -49.6% | +110.4% | -160.0% | -68.6% |
| 10Y | +393.1% | +1,140.4% | -747.3% | +12.7% |
| All | +7,589.0% | +7,227.9% | +361.1% | +419.4% |
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 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