+319.7%
SPY vs UPRO
+1,162.5%
-842.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | -0.4% | -1.3% | +0.9% | +0.1% |
| 30D | -1.4% | -5.0% | +3.7% | +0.3% |
| 3M | +3.7% | +7.5% | -3.8% | +0.8% |
| 6M | +13.0% | +33.2% | -20.2% | +1.7% |
| YTD | +12.4% | +27.7% | -15.3% | +2.4% |
| 1Y | +18.5% | +43.0% | -24.5% | +3.5% |
| 3Y | +77.6% | +224.4% | -146.8% | +12.6% |
| 5Y | +81.7% | +135.9% | -54.2% | +18.7% |
| 10Y | +319.7% | +1,232.5% | -912.9% | +28.1% |
| All | +319.7% | +1,162.5% | -842.9% | +28.1% |
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