+164.9%
ASML vs SPXL
+223.9%
-59.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.9% |
| 7D | +1.1% | +0.1% | +1.1% | +0.9% |
| 30D | +2.2% | -0.9% | +3.1% | +2.5% |
| 3M | -2.3% | +2.0% | -4.3% | -3.7% |
| 6M | +23.0% | +33.5% | -10.5% | +3.5% |
| YTD | +61.1% | +32.2% | +28.9% | +36.4% |
| 1Y | +129.1% | +48.9% | +80.2% | +80.8% |
| All | +164.9% | +223.9% | -59.0% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling