+221.3%
SLV vs UPRO
+1,174.6%
-953.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +6.7% | -0.9% | +7.6% | +6.8% |
| 3M | -10.7% | +1.9% | -12.6% | -10.9% |
| 6M | -20.6% | +33.1% | -53.7% | -23.6% |
| YTD | -7.1% | +31.8% | -38.9% | -10.4% |
| 1Y | +62.0% | +48.3% | +13.7% | +53.9% |
| 3Y | +169.8% | +221.5% | -51.6% | +129.6% |
| 5Y | +161.5% | +136.7% | +24.7% | +121.6% |
| All | +221.3% | +1,174.6% | -953.3% | +117.6% |
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 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