+568.6%
SE vs UPRO
+649.7%
-81.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.4% |
| 7D | -3.6% | -1.3% | -2.3% | -3.0% |
| 30D | -5.3% | -5.0% | -0.3% | -3.0% |
| 3M | +28.1% | +7.5% | +20.6% | +22.6% |
| 6M | +20.7% | +33.2% | -12.6% | +3.3% |
| YTD | -14.8% | +27.7% | -42.5% | -25.7% |
| 1Y | -43.6% | +43.0% | -86.6% | -53.8% |
| 3Y | +184.2% | +224.4% | -40.2% | +45.2% |
| 5Y | -66.3% | +135.9% | -202.2% | -80.3% |
| All | +568.6% | +649.7% | -81.1% | +108.7% |
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