+304.8%
SGI vs UPRO
+1,087.5%
-782.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.8% |
| 7D | -5.3% | +7.4% | -12.7% | -8.4% |
| 30D | -2.1% | -7.9% | +5.8% | +0.8% |
| 3M | -8.2% | -12.0% | +3.8% | -3.6% |
| 6M | -4.6% | -2.0% | -2.6% | -5.0% |
| YTD | -31.5% | +20.4% | -51.8% | -38.1% |
| 1Y | -30.8% | +24.5% | -55.3% | -38.5% |
| 3Y | +67.2% | +224.4% | -157.2% | -11.1% |
| 5Y | +42.5% | +97.6% | -55.1% | -12.4% |
| All | +304.8% | +1,087.5% | -782.7% | -26.1% |
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