+379.5%
SE vs UPRO
+603.6%
-224.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.0% | -4.0% | -0.5% |
| 7D | +3.3% | -0.9% | +4.2% | +3.4% |
| 30D | -18.2% | -11.4% | -6.7% | -13.6% |
| 3M | -31.3% | -10.9% | -20.4% | -27.9% |
| 6M | -10.1% | -0.5% | -9.6% | -11.5% |
| YTD | -38.9% | +19.9% | -58.8% | -45.5% |
| 1Y | -48.0% | +24.2% | -72.2% | -54.5% |
| 3Y | +78.8% | +236.9% | -158.1% | -11.0% |
| 5Y | -77.1% | +96.6% | -173.7% | -85.6% |
| All | +379.5% | +603.6% | -224.2% | +53.2% |
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