+156.7%
SIMO vs UPRO
+81.0%
+75.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +3.8% |
| 7D | -22.0% | -8.7% | -13.3% | -18.9% |
| 30D | -43.0% | -16.9% | -26.1% | -38.1% |
| 3M | -39.1% | -15.3% | -23.9% | -34.5% |
| 6M | -33.3% | -5.7% | -27.6% | -30.7% |
| YTD | +77.0% | +12.1% | +64.9% | +72.1% |
| 1Y | +73.0% | +16.4% | +56.6% | +66.0% |
| 3Y | +215.7% | +210.5% | +5.2% | +127.0% |
| All | +156.7% | +81.0% | +75.7% | +123.6% |
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