+408.0%
SIMO vs UPRO
+1,163.1%
-755.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.0% | -1.3% | +3.2% |
| 7D | -8.5% | -0.9% | -7.6% | -8.0% |
| 30D | -34.8% | -11.4% | -23.4% | -31.5% |
| 3M | -32.8% | -10.9% | -21.9% | -29.6% |
| 6M | -32.0% | -0.5% | -31.5% | -31.1% |
| YTD | +87.0% | +19.9% | +67.1% | +77.8% |
| 1Y | +86.1% | +24.2% | +61.9% | +74.9% |
| 3Y | +226.4% | +236.9% | -10.5% | +123.1% |
| 5Y | +172.1% | +96.6% | +75.6% | +103.4% |
| 10Y | +408.0% | +1,091.6% | -683.6% | +59.9% |
| All | +408.0% | +1,163.1% | -755.1% | +59.9% |
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