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Making a huge progressive lead in Sylenth1 is pretty easy in comparison to some other soft synths. Sylenth is one of my favorite synths for designing modern sounding leads because it just has that sound. There are a few key things to keep in mind when you're trying to recreate this sound.

First, make sure the Polyphony is set to 1. This is important because it allows the portamento settings to really affect the sound.

I activated the Retrigger button for most of the active oscillators because I wanted the sound to start from the exact same location on the waveform every time a new note was played or triggered. This is helpful with Main Room leads and any bass sounds that are the focal point of a mix.

For this progressive lead in Sylenth1, I used a few effects to make the sound more mix ready and big. One of the most important effects I used was the EQ. I carved out a little bit of the lows and boosted the highs a lot.