+1.5%
SMR vs UPRO
+161.8%
-160.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.8% | -3.7% | -4.4% |
| 7D | +4.7% | -6.0% | +10.7% | +8.7% |
| 30D | +3.2% | -5.8% | +9.0% | +7.3% |
| 3M | +9.9% | +10.8% | -0.9% | +3.9% |
| 6M | -15.1% | +31.6% | -46.7% | -25.9% |
| YTD | -27.9% | +25.4% | -53.3% | -34.8% |
| 1Y | -70.2% | +39.2% | -109.5% | -74.1% |
| 3Y | +72.5% | +218.5% | -146.0% | +15.4% |
| All | +1.5% | +161.8% | -160.3% | -37.0% |
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