+8,441.6%
ASML vs SPXL
+6,520.0%
+1,921.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -13.1% | +3.7% | -3.3% |
| 7D | -19.0% | -14.2% | -4.8% | -13.1% |
| 30D | -25.9% | -18.1% | -7.8% | -18.7% |
| 3M | -19.1% | -16.3% | -2.8% | -12.4% |
| 6M | -5.7% | -2.3% | -3.5% | -4.6% |
| YTD | +27.6% | +11.6% | +15.9% | +21.5% |
| 1Y | +30.8% | +12.3% | +18.5% | +24.1% |
| 3Y | +116.2% | +211.6% | -95.4% | +25.4% |
| 5Y | +67.7% | +84.3% | -16.6% | +16.5% |
| 10Y | +1,355.3% | +1,150.4% | +205.0% | +272.1% |
| All | +8,441.6% | +6,520.0% | +1,921.6% | +642.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling