+215.7%
SIMO vs UPRO
+210.8%
+4.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +3.6% |
| 7D | -22.0% | -8.7% | -13.3% | -17.5% |
| 30D | -43.0% | -16.9% | -26.1% | -35.8% |
| 3M | -39.1% | -15.3% | -23.9% | -32.3% |
| 6M | -33.3% | -5.7% | -27.6% | -29.7% |
| YTD | +77.0% | +12.1% | +64.9% | +68.9% |
| 1Y | +73.0% | +16.4% | +56.6% | +61.7% |
| 3Y | +215.7% | +210.5% | +5.2% | +108.4% |
| All | +215.7% | +210.8% | +4.9% | +108.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling