+9,259.3%
SOXL vs ASML
+4,653.0%
+4,606.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +6.2% | +16.0% | +9.7% |
| 7D | -17.6% | -0.8% | -16.7% | -8.1% |
| 30D | -59.8% | -14.9% | -44.9% | -35.1% |
| 3M | -59.9% | -13.0% | -46.9% | -36.0% |
| 6M | -68.2% | -4.7% | -63.5% | -46.5% |
| YTD | +33.8% | +42.3% | -8.5% | +11.8% |
| 1Y | +34.7% | +49.7% | -15.0% | +5.2% |
| 3Y | +211.0% | +144.3% | +66.8% | +39.8% |
| 5Y | -8.6% | +86.4% | -94.9% | +19.6% |
| 10Y | +1,924.8% | +1,504.8% | +420.0% | +59.0% |
| All | +9,259.3% | +4,653.0% | +4,606.3% | +43.2% |
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