+10,896.4%
SOXL vs ASML
+4,719.5%
+6,176.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | +1.8% | +16.0% | +14.2% |
| 7D | -1.0% | +2.5% | -3.5% | +3.2% |
| 30D | -48.6% | -12.2% | -36.4% | -21.9% |
| 3M | -50.3% | -14.6% | -35.7% | -17.1% |
| 6M | -65.3% | -1.7% | -63.6% | -44.6% |
| YTD | +57.2% | +44.3% | +12.9% | +28.3% |
| 1Y | +58.0% | +51.0% | +7.0% | +21.4% |
| 3Y | +226.2% | +137.6% | +88.7% | +54.6% |
| 5Y | +10.5% | +92.7% | -82.3% | +35.6% |
| 10Y | +2,180.9% | +1,582.8% | +598.1% | +66.3% |
| All | +10,896.4% | +4,719.5% | +6,176.9% | +64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling