+120.0%
SRE vs UPRO
+1,226.0%
-1,106.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.8% |
| 7D | -0.7% | -6.0% | +5.3% | +0.7% |
| 30D | -1.7% | -5.8% | +4.0% | -0.5% |
| 3M | -7.1% | +10.8% | -17.9% | -9.7% |
| 6M | -8.4% | +31.6% | -39.9% | -15.1% |
| YTD | -3.5% | +25.4% | -28.9% | -9.9% |
| 1Y | +5.4% | +39.2% | -33.9% | -4.3% |
| 3Y | +29.5% | +218.5% | -189.0% | -7.8% |
| 5Y | +48.3% | +137.1% | -88.7% | +5.5% |
| All | +120.0% | +1,226.0% | -1,106.0% | -9.2% |
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