+1,028.1%
SPYM vs UPRO
+13,208.7%
-12,180.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +3.3% | +9.7% | -6.4% | +0.3% |
| 30D | -2.6% | -9.8% | +7.1% | +0.2% |
| 3M | -1.7% | -9.1% | +7.4% | +0.8% |
| 6M | +3.1% | +0.9% | +2.2% | +1.9% |
| YTD | +12.0% | +21.9% | -9.9% | +3.6% |
| 1Y | +12.1% | +19.8% | -7.7% | +4.1% |
| 3Y | +78.5% | +227.4% | -148.8% | +16.0% |
| 5Y | +73.8% | +100.1% | -26.2% | +22.6% |
| 10Y | +312.5% | +1,112.3% | -799.8% | +45.7% |
| All | +1,028.1% | +13,208.7% | -12,180.6% | +71.5% |
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