+11,989.6%
SPXL vs UPRO
+13,044.5%
-1,054.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | 0.0% |
| 7D | +7.4% | +7.4% | 0.0% | 0.0% |
| 30D | -7.8% | -7.9% | +0.1% | 0.0% |
| 3M | -11.9% | -12.0% | +0.1% | 0.0% |
| 6M | -1.7% | -2.0% | +0.2% | +0.2% |
| YTD | +20.8% | +20.4% | +0.4% | +0.4% |
| 1Y | +25.0% | +24.5% | +0.5% | +0.5% |
| 3Y | +226.1% | +224.4% | +1.8% | +0.8% |
| 5Y | +101.1% | +97.6% | +3.5% | +1.9% |
| 10Y | +1,112.6% | +1,097.3% | +15.2% | -0.3% |
| All | +11,989.6% | +13,044.5% | -1,054.9% | -4.0% |
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