+122.3%
SLV vs UPRO
+210.8%
-88.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.4% |
| 7D | +5.1% | -8.7% | +13.8% | +7.5% |
| 30D | -12.9% | -16.9% | +4.0% | -8.3% |
| 3M | -16.1% | -15.3% | -0.8% | -12.1% |
| 6M | -33.2% | -5.7% | -27.5% | -31.9% |
| YTD | -27.2% | +12.1% | -39.3% | -28.9% |
| 1Y | +7.6% | +16.4% | -8.8% | +4.5% |
| 3Y | +122.3% | +210.5% | -88.2% | +72.2% |
| All | +122.3% | +210.8% | -88.5% | +72.2% |
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