In this article we derive formulas for the probability $P(\sup_{t\leq T}
X(t)>u)$ $T>0$ and $P(\sup_{t<\infty} X(t)>u)$ where $X$ is a spectrally
positive L\'evy process with infinite variation. The formulas are
generalizations of the well-known Tak\'acs formulas for stochastic processes
with non-negative and interchangeable increments. Moreover, we find the joint
distribution of $\inf_{t\leq T} Y(t)$ and $Y(T)$ where $Y$ is a spectrally
negative L\'evy process.