+355.0%
SE vs UPRO
+623.0%
-267.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.9% | -7.6% | -5.6% |
| 7D | -7.7% | -3.8% | -4.0% | -6.4% |
| 30D | -22.8% | -8.9% | -14.0% | -19.8% |
| 3M | -43.7% | -7.4% | -36.3% | -42.1% |
| 6M | -12.8% | +1.6% | -14.4% | -15.2% |
| YTD | -42.0% | +23.2% | -65.2% | -49.0% |
| 1Y | -48.0% | +21.2% | -69.3% | -54.0% |
| 3Y | +62.7% | +230.8% | -168.1% | -18.3% |
| 5Y | -77.8% | +106.7% | -184.5% | -86.4% |
| All | +355.0% | +623.0% | -267.9% | +43.3% |
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