+39.8%
SPXL vs ENB
+3.8%
+36.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -2.6% |
| 7D | -6.0% | -4.6% | -1.4% | -6.8% |
| 30D | -5.8% | -5.2% | -0.6% | -6.7% |
| 3M | +10.9% | -13.4% | +24.2% | +8.3% |
| 6M | +31.9% | -7.8% | +39.7% | +29.6% |
| YTD | +25.8% | +4.9% | +20.9% | +24.7% |
| 1Y | +39.8% | +3.2% | +36.5% | +40.3% |
| All | +39.8% | +3.8% | +36.0% | +40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling