-100.0%
SOXS vs UPRO
+7,109.1%
-7,209.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.2% | -9.0% | -11.9% |
| 7D | -7.0% | +0.1% | -7.1% | -7.0% |
| 30D | +2.8% | -0.9% | +3.7% | +2.2% |
| 3M | -9.8% | +1.9% | -11.8% | +12.5% |
| 6M | -99.2% | +33.1% | -132.3% | -97.5% |
| YTD | -99.5% | +31.8% | -131.3% | -98.4% |
| 1Y | -99.8% | +48.3% | -148.1% | -99.0% |
| 3Y | -100.0% | +221.5% | -321.5% | -99.2% |
| 5Y | -100.0% | +136.7% | -236.7% | -99.7% |
| 10Y | -100.0% | +1,179.2% | -1,279.2% | -100.0% |
| All | -100.0% | +7,109.1% | -7,209.1% | -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 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