+186.3%
SE vs UPRO
+240.0%
-53.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.3% |
| 7D | -6.1% | +0.1% | -6.2% | -6.1% |
| 30D | -2.5% | -0.9% | -1.6% | -2.2% |
| 3M | +21.7% | +1.9% | +19.8% | +19.9% |
| 6M | +27.0% | +33.1% | -6.1% | +9.7% |
| YTD | -12.1% | +31.8% | -43.9% | -23.8% |
| 1Y | -40.9% | +48.3% | -89.2% | -51.7% |
| All | +186.3% | +240.0% | -53.7% | +66.5% |
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 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