+194.9%
SO vs UPRO
+1,064.0%
-869.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -0.1% | -2.9% | +2.8% | +0.1% |
| 30D | +8.7% | -12.4% | +21.1% | +10.7% |
| 3M | +3.4% | -11.9% | +15.2% | +5.1% |
| 6M | +3.7% | -1.7% | +5.4% | +2.9% |
| YTD | +10.0% | +18.5% | -8.5% | +4.9% |
| 1Y | +6.6% | +17.5% | -10.9% | +1.6% |
| 3Y | +52.5% | +218.4% | -165.9% | +13.1% |
| 5Y | +76.1% | +99.1% | -23.1% | +35.4% |
| 10Y | +194.9% | +1,071.1% | -876.2% | +36.2% |
| All | +194.9% | +1,064.0% | -869.1% | +36.2% |
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