+88.9%
SMR vs UPRO
+230.2%
-141.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.7% | +17.0% | +17.0% |
| 7D | +21.4% | +1.5% | +19.9% | +19.3% |
| 30D | +13.8% | -3.7% | +17.6% | +18.3% |
| 3M | +3.9% | +8.0% | -4.1% | -3.5% |
| 6M | -4.2% | +38.7% | -42.9% | -29.0% |
| YTD | -21.1% | +29.5% | -50.7% | -36.9% |
| 1Y | -67.1% | +46.1% | -113.2% | -76.0% |
| 3Y | +88.9% | +229.1% | -140.2% | -38.5% |
| All | +88.9% | +230.2% | -141.3% | -38.5% |
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