+141.1%
SPXL vs ENPH
-77.4%
+218.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | -6.0% | +1.5% | -7.5% | -6.5% |
| 30D | -5.8% | -12.9% | +7.1% | -2.4% |
| 3M | +10.9% | -27.1% | +38.0% | +19.6% |
| 6M | +31.9% | -15.4% | +47.3% | +32.8% |
| YTD | +25.8% | +15.0% | +10.7% | +12.0% |
| 1Y | +39.8% | -0.7% | +40.5% | +28.7% |
| 3Y | +219.9% | -69.3% | +289.2% | +274.1% |
| 5Y | +141.1% | -76.7% | +217.8% | +194.2% |
| All | +141.1% | -77.4% | +218.5% | +194.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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