-16.5%
SOUN vs UPRO
+199.0%
-215.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.8% | -2.2% |
| 7D | -7.1% | -2.5% | -4.6% | -5.3% |
| 30D | -15.4% | -4.2% | -11.2% | -12.5% |
| 3M | -10.6% | +8.1% | -18.6% | -15.6% |
| 6M | -19.6% | +35.2% | -54.9% | -35.8% |
| YTD | -37.2% | +28.4% | -65.7% | -47.6% |
| 1Y | -57.1% | +39.3% | -96.3% | -66.1% |
| 3Y | +178.2% | +219.9% | -41.7% | +36.4% |
| All | -16.5% | +199.0% | -215.6% | -45.7% |
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