+1,110.7%
SPXL vs ENB
+109.5%
+1,001.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.8% |
| 7D | +7.4% | +3.1% | +4.3% | +3.6% |
| 30D | -7.8% | +2.1% | -10.0% | -10.4% |
| 3M | -11.9% | -4.4% | -7.5% | -8.0% |
| 6M | -1.7% | -10.1% | +8.3% | +8.5% |
| YTD | +20.8% | +5.2% | +15.6% | +7.3% |
| 1Y | +25.0% | +4.2% | +20.8% | +11.9% |
| 3Y | +226.1% | +70.1% | +156.0% | +51.2% |
| 5Y | +101.1% | +59.4% | +41.7% | +7.6% |
| All | +1,110.7% | +109.5% | +1,001.2% | +378.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling