+214.8%
SAP vs UPRO
+1,093.1%
-878.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -5.0% | -4.4% |
| 7D | -0.7% | -8.7% | +8.0% | +1.7% |
| 30D | +11.1% | -16.9% | +28.0% | +17.0% |
| 3M | +17.0% | -15.3% | +32.3% | +22.3% |
| 6M | +34.8% | -5.7% | +40.6% | +35.0% |
| YTD | -2.2% | +12.1% | -14.3% | -8.0% |
| 1Y | -6.4% | +16.4% | -22.9% | -13.2% |
| 3Y | +75.1% | +210.5% | -135.4% | +12.8% |
| 5Y | +69.8% | +82.4% | -12.6% | +20.2% |
| All | +214.8% | +1,093.1% | -878.2% | +4.3% |
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