+145.2%
SPXL vs DGX
+66.8%
+78.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.4% |
| 7D | -2.5% | -0.9% | -1.6% | -2.0% |
| 30D | -4.2% | -1.2% | -3.1% | -3.6% |
| 3M | +8.1% | +15.8% | -7.7% | -2.2% |
| 6M | +35.6% | +18.2% | +17.4% | +20.2% |
| YTD | +28.8% | +37.2% | -8.4% | +1.2% |
| 1Y | +39.8% | +30.4% | +9.5% | +13.3% |
| 3Y | +221.4% | +96.7% | +124.7% | +72.7% |
| All | +145.2% | +66.8% | +78.4% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling