+128.9%
ASML vs SPXL
+212.3%
-83.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.3% | +4.6% |
| 7D | -9.0% | -8.7% | -0.3% | -4.1% |
| 30D | -21.0% | -16.9% | -4.1% | -11.6% |
| 3M | -16.3% | -15.2% | -1.1% | -7.9% |
| 6M | -7.5% | -5.5% | -2.0% | -4.6% |
| YTD | +34.0% | +12.4% | +21.5% | +24.6% |
| 1Y | +39.3% | +16.9% | +22.4% | +26.5% |
| 3Y | +128.9% | +211.8% | -83.0% | +7.3% |
| All | +128.9% | +212.3% | -83.4% | +7.3% |
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