+175.9%
SLV vs UPRO
+1,163.1%
-987.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.0% | -4.2% | +1.7% |
| 7D | +5.6% | -0.9% | +6.5% | +5.6% |
| 30D | -12.1% | -11.4% | -0.7% | -10.6% |
| 3M | -16.3% | -10.9% | -5.4% | -14.9% |
| 6M | -34.1% | -0.5% | -33.5% | -34.0% |
| YTD | -25.3% | +19.9% | -45.1% | -26.9% |
| 1Y | +9.6% | +24.2% | -14.6% | +6.7% |
| 3Y | +132.7% | +236.9% | -104.3% | +98.1% |
| 5Y | +113.7% | +96.6% | +17.1% | +85.6% |
| 10Y | +175.9% | +1,091.6% | -915.7% | +85.8% |
| All | +175.9% | +1,163.1% | -987.3% | +85.8% |
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