+222.9%
SAP vs UPRO
+1,163.1%
-940.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.0% | -5.3% | -0.5% |
| 7D | +1.6% | -0.9% | +2.5% | +1.4% |
| 30D | +10.5% | -11.4% | +22.0% | +14.1% |
| 3M | +15.2% | -10.9% | +26.1% | +18.4% |
| 6M | +36.7% | -0.5% | +37.2% | +34.6% |
| YTD | -0.6% | +19.9% | -20.4% | -8.4% |
| 1Y | -4.1% | +24.2% | -28.3% | -12.9% |
| 3Y | +73.2% | +236.9% | -163.7% | +8.6% |
| 5Y | +74.1% | +96.6% | -22.4% | +20.3% |
| 10Y | +222.9% | +1,091.6% | -868.7% | +2.0% |
| All | +222.9% | +1,163.1% | -940.2% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 10y: compounded portfolio wealth divided by compounded UPRO 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…
10y analysis · Full analysis span regression · 6 months rolling