+20,415.5%
SOXL vs ENB
+372.4%
+20,043.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +4.0% |
| 7D | +16.4% | -0.5% | +16.9% | +17.0% |
| 30D | -12.1% | -0.2% | -11.9% | -12.4% |
| 3M | -41.7% | -7.5% | -34.2% | -37.8% |
| 6M | +157.4% | -4.1% | +161.5% | +159.4% |
| YTD | +193.3% | +9.8% | +183.5% | +139.6% |
| 1Y | +355.3% | +8.7% | +346.6% | +272.9% |
| 3Y | +484.2% | +79.0% | +405.2% | +123.9% |
| 5Y | +182.7% | +69.1% | +113.6% | +30.6% |
| 10Y | +4,692.2% | +96.5% | +4,595.7% | +2,024.4% |
| All | +20,415.5% | +372.4% | +20,043.1% | +932.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling