+304.8%
SPY vs UPRO
+1,064.0%
-759.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | -0.6% | -2.9% | +2.3% | +0.1% |
| 30D | -3.7% | -12.4% | +8.7% | +0.3% |
| 3M | -2.7% | -11.9% | +9.1% | +0.9% |
| 6M | +2.2% | -1.7% | +3.8% | +1.7% |
| YTD | +10.8% | +18.5% | -7.7% | +3.0% |
| 1Y | +11.2% | +17.5% | -6.3% | +3.5% |
| 3Y | +76.5% | +218.4% | -141.9% | +12.5% |
| 5Y | +72.9% | +99.1% | -26.2% | +19.2% |
| 10Y | +304.8% | +1,071.1% | -766.3% | +28.3% |
| All | +304.8% | +1,064.0% | -759.2% | +28.3% |
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