+1,557.1%
ASML vs SPXL
+1,102.8%
+454.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.5% |
| 7D | +4.9% | +7.4% | -2.5% | +1.2% |
| 30D | -9.3% | -7.8% | -1.4% | -5.5% |
| 3M | -19.0% | -11.9% | -7.0% | -13.9% |
| 6M | -5.2% | -1.7% | -3.5% | -4.5% |
| YTD | +40.6% | +20.8% | +19.8% | +28.1% |
| 1Y | +47.5% | +25.0% | +22.5% | +32.2% |
| 3Y | +133.9% | +226.1% | -92.3% | +27.3% |
| 5Y | +83.8% | +101.1% | -17.3% | +17.2% |
| All | +1,557.1% | +1,102.8% | +454.3% | +325.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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