+1,979.3%
SGI vs UPRO
+12,842.4%
-10,863.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.1% | -4.1% | -4.8% |
| 7D | -3.9% | -2.9% | -1.1% | -3.1% |
| 30D | +0.9% | -12.4% | +13.4% | +6.4% |
| 3M | -2.9% | -11.9% | +9.0% | +2.0% |
| 6M | -9.0% | -1.7% | -7.3% | -9.5% |
| YTD | -29.2% | +18.5% | -47.7% | -35.6% |
| 1Y | -32.3% | +17.5% | -49.7% | -38.3% |
| 3Y | +72.4% | +218.4% | -146.0% | -8.5% |
| 5Y | +50.6% | +99.1% | -48.5% | -8.5% |
| 10Y | +335.2% | +1,071.1% | -735.9% | -6.3% |
| All | +1,979.3% | +12,842.4% | -10,863.0% | -17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling