+47.4%
SO vs UPRO
+222.2%
-174.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.7% |
| 7D | -0.2% | +0.1% | -0.2% | -0.2% |
| 30D | -4.6% | -0.9% | -3.7% | -4.6% |
| 3M | -3.0% | +1.9% | -5.0% | -3.0% |
| 6M | -8.3% | +33.1% | -41.4% | -8.6% |
| YTD | +3.5% | +31.8% | -28.3% | +3.1% |
| 1Y | -0.9% | +48.3% | -49.2% | -1.7% |
| All | +47.4% | +222.2% | -174.8% | +28.6% |
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 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