+176.2%
SAP vs UPRO
+1,152.9%
-976.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.1% |
| 7D | -0.3% | +1.5% | -1.7% | -0.7% |
| 30D | +2.6% | -3.7% | +6.3% | +3.8% |
| 3M | +16.3% | +8.0% | +8.3% | +12.7% |
| 6M | +6.4% | +38.7% | -32.3% | -5.5% |
| YTD | -11.4% | +29.5% | -41.0% | -19.7% |
| 1Y | -20.4% | +46.1% | -66.5% | -30.9% |
| 3Y | +56.5% | +229.1% | -172.6% | -0.5% |
| 5Y | +56.8% | +136.0% | -79.2% | +2.9% |
| 10Y | +176.2% | +1,155.3% | -979.1% | -9.8% |
| All | +176.2% | +1,152.9% | -976.7% | -9.8% |
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