+170.0%
SIMO vs UPRO
+95.9%
+74.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -5.1% |
| 7D | +4.1% | +7.4% | -3.3% | +1.2% |
| 30D | -24.0% | -7.9% | -16.1% | -20.8% |
| 3M | -31.8% | -12.0% | -19.8% | -27.6% |
| 6M | -36.9% | -2.0% | -34.9% | -35.5% |
| YTD | +84.8% | +20.4% | +64.4% | +74.6% |
| 1Y | +99.0% | +24.5% | +74.5% | +85.8% |
| 3Y | +217.9% | +224.4% | -6.4% | +123.8% |
| All | +170.0% | +95.9% | +74.1% | +127.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling