+499.7%
SMTC vs UPRO
+240.0%
+259.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.2% | +10.4% | +10.3% |
| 7D | +12.7% | +0.1% | +12.7% | +12.5% |
| 30D | +22.0% | -0.9% | +22.9% | +22.6% |
| 3M | -12.7% | +1.9% | -14.6% | -13.5% |
| 6M | +64.8% | +33.1% | +31.7% | +30.2% |
| YTD | +100.7% | +31.8% | +68.9% | +59.4% |
| 1Y | +146.9% | +48.3% | +98.6% | +77.2% |
| All | +499.7% | +240.0% | +259.7% | +112.8% |
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