+1,644.6%
ASML vs SPXL
+1,186.0%
+458.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.8% |
| 7D | +1.1% | +0.1% | +1.1% | +1.0% |
| 30D | +2.2% | -0.9% | +3.1% | +2.5% |
| 3M | -2.3% | +2.0% | -4.3% | -3.3% |
| 6M | +23.0% | +33.5% | -10.5% | +6.8% |
| YTD | +61.1% | +32.2% | +28.9% | +40.6% |
| 1Y | +129.1% | +48.9% | +80.2% | +88.4% |
| 3Y | +165.4% | +222.9% | -57.5% | +44.7% |
| 5Y | +109.5% | +140.7% | -31.3% | +23.2% |
| All | +1,644.6% | +1,186.0% | +458.6% | +330.2% |
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