+221.4%
SPXL vs DGX
+96.4%
+125.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.0% |
| 7D | -2.5% | -0.9% | -1.6% | -2.3% |
| 30D | -4.2% | -1.2% | -3.1% | -4.0% |
| 3M | +8.1% | +15.8% | -7.7% | +4.0% |
| 6M | +35.6% | +18.2% | +17.4% | +29.4% |
| YTD | +28.8% | +37.2% | -8.4% | +15.8% |
| 1Y | +39.8% | +30.4% | +9.5% | +27.9% |
| 3Y | +221.4% | +96.7% | +124.7% | +164.1% |
| All | +221.4% | +96.4% | +125.0% | +164.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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