+363.5%
SE vs UPRO
+606.6%
-243.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.4% | +1.7% |
| 7D | -0.5% | +7.4% | -7.9% | -4.1% |
| 30D | -20.9% | -7.9% | -13.0% | -18.2% |
| 3M | -38.9% | -12.0% | -26.9% | -35.5% |
| 6M | -19.4% | -2.0% | -17.5% | -20.2% |
| YTD | -40.9% | +20.4% | -61.3% | -47.5% |
| 1Y | -46.2% | +24.5% | -70.7% | -53.0% |
| 3Y | +63.7% | +224.4% | -160.6% | -17.0% |
| 5Y | -77.9% | +97.6% | -175.5% | -86.2% |
| All | +363.5% | +606.6% | -243.2% | +47.5% |
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