+8,342.0%
SPXL vs DGX
+566.8%
+7,775.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | +0.2% |
| 7D | -6.0% | -3.5% | -2.5% | -2.2% |
| 30D | -5.8% | -2.7% | -3.1% | -3.0% |
| 3M | +10.9% | +13.9% | -3.0% | -6.5% |
| 6M | +31.9% | +16.0% | +15.9% | +7.3% |
| YTD | +25.8% | +34.9% | -9.2% | -16.1% |
| 1Y | +39.8% | +30.6% | +9.2% | -4.5% |
| 3Y | +219.9% | +93.0% | +126.9% | +26.0% |
| 5Y | +141.1% | +64.4% | +76.7% | +15.6% |
| 10Y | +1,223.7% | +248.1% | +975.6% | +131.7% |
| All | +8,342.0% | +566.8% | +7,775.2% | +399.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling