+5.0%
SMCI vs UPRO
+226.4%
-221.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.7% |
| 7D | -6.6% | +7.4% | -14.0% | -12.7% |
| 30D | -24.9% | -7.9% | -17.0% | -19.3% |
| 3M | -31.4% | -12.0% | -19.4% | -22.7% |
| 6M | -16.0% | -2.0% | -14.1% | -12.4% |
| YTD | -8.2% | +20.4% | -28.6% | -18.7% |
| 1Y | -23.4% | +24.5% | -47.9% | -34.1% |
| 3Y | +5.0% | +224.4% | -219.3% | -78.5% |
| All | +5.0% | +226.4% | -221.3% | -78.5% |
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