-48.0%
SMR vs UPRO
+157.2%
-205.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.7% | -2.3% |
| 7D | +1.9% | -3.8% | +5.7% | +4.9% |
| 30D | -21.9% | -8.9% | -13.1% | -17.0% |
| 3M | -47.1% | -7.4% | -39.7% | -44.3% |
| 6M | -60.6% | +1.6% | -62.2% | -60.3% |
| YTD | -63.1% | +23.2% | -86.3% | -66.1% |
| 1Y | -80.4% | +21.2% | -101.7% | -81.8% |
| 3Y | +150.2% | +230.8% | -80.6% | +67.8% |
| All | -48.0% | +157.2% | -205.2% | -67.3% |
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