+8,010.4%
SPXL vs ENB
+505.8%
+7,504.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.9% |
| 7D | +7.4% | +3.1% | +4.3% | +3.4% |
| 30D | -7.8% | +2.1% | -10.0% | -10.5% |
| 3M | -11.9% | -4.4% | -7.5% | -7.8% |
| 6M | -1.7% | -10.1% | +8.3% | +8.9% |
| YTD | +20.8% | +5.2% | +15.6% | +7.1% |
| 1Y | +25.0% | +4.2% | +20.8% | +11.7% |
| 3Y | +226.1% | +70.1% | +156.0% | +50.1% |
| 5Y | +101.1% | +59.4% | +41.7% | +6.5% |
| 10Y | +1,112.6% | +109.5% | +1,003.0% | +386.7% |
| All | +8,010.4% | +505.8% | +7,504.6% | +240.5% |
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