-25.4%
SOXL vs ASML
+74.3%
-99.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +5.0% | +7.5% | +1.1% |
| 7D | -40.3% | -9.0% | -31.3% | -19.5% |
| 30D | -71.1% | -21.0% | -50.1% | -43.0% |
| 3M | -65.2% | -16.3% | -48.9% | -37.8% |
| 6M | -72.3% | -7.5% | -64.7% | -48.8% |
| YTD | +9.4% | +34.0% | -24.5% | -3.3% |
| 1Y | +7.0% | +39.3% | -32.3% | -10.4% |
| 3Y | +156.4% | +128.9% | +27.5% | -0.3% |
| All | -25.4% | +74.3% | -99.7% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ASML.
Daily Out/Under-Performance
Portfolio return minus ASML return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASML 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 5y: compounded portfolio wealth divided by compounded ASML 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…
5y analysis · Full analysis span regression · 6 months rolling