+613.3%
SMTC vs UPRO
+12,842.3%
-12,229.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.0% |
| 7D | -10.9% | -2.9% | -8.1% | -9.1% |
| 30D | -39.4% | -12.4% | -27.0% | -34.4% |
| 3M | -13.5% | -11.9% | -1.7% | -6.9% |
| 6M | -6.8% | -1.7% | -5.2% | -4.0% |
| YTD | +54.0% | +18.5% | +35.5% | +44.9% |
| 1Y | +50.8% | +17.5% | +33.3% | +43.1% |
| 3Y | +677.3% | +218.4% | +459.0% | +366.4% |
| 5Y | +28.7% | +99.1% | -70.4% | -10.9% |
| 10Y | +339.9% | +1,071.1% | -731.2% | +18.5% |
| All | +613.3% | +12,842.3% | -12,229.0% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling