+481.4%
SIMO vs UPRO
+1,170.7%
-689.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.2% | +9.9% | +9.1% |
| 7D | +4.2% | +0.1% | +4.2% | +4.1% |
| 30D | +4.1% | -0.9% | +5.0% | +4.3% |
| 3M | -12.9% | +1.9% | -14.8% | -13.0% |
| 6M | +110.3% | +33.1% | +77.2% | +91.5% |
| YTD | +178.6% | +31.8% | +146.8% | +154.2% |
| 1Y | +220.0% | +48.3% | +171.7% | +182.0% |
| 3Y | +409.0% | +221.5% | +187.6% | +246.9% |
| 5Y | +277.3% | +136.7% | +140.6% | +162.0% |
| All | +481.4% | +1,170.7% | -689.3% | +86.5% |
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 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