-30.8%
SGI vs UPRO
+19.8%
-50.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.8% |
| 7D | -5.3% | +7.4% | -12.7% | -8.6% |
| 30D | -2.1% | -7.9% | +5.8% | +1.0% |
| 3M | -8.2% | -12.0% | +3.8% | -3.1% |
| 6M | -4.6% | -2.0% | -2.6% | -5.7% |
| YTD | -31.5% | +20.4% | -51.8% | -41.5% |
| 1Y | -30.8% | +24.5% | -55.3% | -41.8% |
| All | -30.8% | +19.8% | -50.7% | -41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling