+156.1%
SOXL vs ENB
+61.9%
+94.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.8% | -4.2% | -3.6% |
| 7D | +8.5% | -4.6% | +13.0% | +14.6% |
| 30D | -13.0% | -5.2% | -7.8% | -7.7% |
| 3M | -35.9% | -13.4% | -22.5% | -26.2% |
| 6M | +112.1% | -7.8% | +119.9% | +122.3% |
| YTD | +175.4% | +4.9% | +170.5% | +136.0% |
| 1Y | +304.9% | +3.2% | +301.6% | +250.6% |
| 3Y | +448.6% | +71.0% | +377.6% | +90.4% |
| 5Y | +156.1% | +64.0% | +92.1% | +14.5% |
| All | +156.1% | +61.9% | +94.2% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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