+140.1%
SPXL vs ENB
+68.4%
+71.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -0.7% |
| 7D | -1.3% | -0.3% | -1.0% | -1.0% |
| 30D | -5.0% | -1.1% | -3.9% | -4.2% |
| 3M | +7.6% | -8.5% | +16.0% | +16.4% |
| 6M | +33.6% | -4.5% | +38.1% | +36.6% |
| YTD | +28.1% | +9.1% | +19.0% | +9.6% |
| 1Y | +43.6% | +8.0% | +35.7% | +23.7% |
| 3Y | +225.8% | +77.8% | +148.0% | +35.1% |
| 5Y | +140.1% | +69.4% | +70.7% | +15.4% |
| All | +140.1% | +68.4% | +71.6% | +15.4% |
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