+70.3%
SE vs UPRO
+210.8%
-140.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +2.0% | -8.7% | +10.7% | +5.9% |
| 30D | -20.0% | -16.9% | -3.1% | -13.5% |
| 3M | -31.8% | -15.3% | -16.5% | -27.1% |
| 6M | -15.9% | -5.7% | -10.2% | -15.0% |
| YTD | -40.6% | +12.1% | -52.7% | -44.9% |
| 1Y | -50.7% | +16.4% | -67.1% | -55.1% |
| 3Y | +70.3% | +210.5% | -140.2% | +53.2% |
| All | +70.3% | +210.8% | -140.5% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling