+516.1%
SO vs UPRO
+12,137.2%
-11,621.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | -1.5% | -8.7% | +7.2% | -0.3% |
| 30D | +8.1% | -16.9% | +25.0% | +10.8% |
| 3M | +0.2% | -15.3% | +15.5% | +2.4% |
| 6M | +0.4% | -5.7% | +6.1% | +0.4% |
| YTD | +8.5% | +12.1% | -3.6% | +4.9% |
| 1Y | +4.9% | +16.4% | -11.5% | +0.6% |
| 3Y | +47.9% | +210.5% | -162.6% | +14.7% |
| 5Y | +75.7% | +82.4% | -6.7% | +41.8% |
| 10Y | +178.0% | +1,144.5% | -966.5% | +46.4% |
| All | +516.1% | +12,137.2% | -11,621.1% | +112.5% |
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