+455.3%
SN vs UPRO
+175.8%
+279.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.0% | -4.0% | -0.6% |
| 7D | +7.6% | -0.9% | +8.5% | +7.3% |
| 30D | +24.1% | -11.4% | +35.5% | +30.9% |
| 3M | +23.7% | -10.9% | +34.6% | +29.7% |
| 6M | +105.5% | -0.5% | +106.1% | +101.1% |
| YTD | +105.1% | +19.9% | +85.2% | +79.7% |
| 1Y | +148.3% | +24.2% | +124.1% | +113.0% |
| 3Y | +438.7% | +236.9% | +201.7% | +193.1% |
| All | +455.3% | +175.8% | +279.6% | +210.8% |
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 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