-100.0%
SOXS vs UPRO
+1,258.3%
-1,358.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.4% | -8.0% | -1.8% |
| 7D | -4.7% | -2.5% | -2.2% | -8.3% |
| 30D | +7.7% | -4.2% | +12.0% | +1.4% |
| 3M | -10.2% | +8.1% | -18.2% | +16.9% |
| 6M | -99.2% | +35.2% | -134.4% | -97.3% |
| YTD | -99.5% | +28.4% | -128.0% | -98.4% |
| 1Y | -99.8% | +39.3% | -139.0% | -99.0% |
| 3Y | -100.0% | +219.9% | -319.9% | -99.2% |
| 5Y | -100.0% | +142.8% | -242.8% | -99.7% |
| All | -100.0% | +1,258.3% | -1,358.3% | -100.0% |
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