+29.0%
SMTC vs UPRO
+94.1%
-65.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +7.0% | +5.9% | +8.0% |
| 7D | -4.8% | -0.9% | -4.0% | -3.8% |
| 30D | -37.8% | -11.4% | -26.4% | -31.7% |
| 3M | -16.5% | -10.9% | -5.6% | -8.9% |
| 6M | -4.4% | -0.5% | -3.9% | -1.8% |
| YTD | +58.0% | +19.9% | +38.2% | +43.8% |
| 1Y | +62.0% | +24.2% | +37.8% | +44.8% |
| 3Y | +745.7% | +236.9% | +508.7% | +339.8% |
| 5Y | +29.0% | +96.6% | -67.5% | -15.4% |
| All | +29.0% | +94.1% | -65.0% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling