+477.8%
SRE vs UPRO
+14,289.1%
-13,811.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -0.7% | -0.9% | +0.2% | -0.6% |
| 3M | -6.3% | +1.9% | -8.2% | -7.3% |
| 6M | -10.7% | +33.1% | -43.8% | -17.4% |
| YTD | -3.5% | +31.8% | -35.3% | -10.8% |
| 1Y | +5.3% | +48.3% | -43.0% | -5.7% |
| 3Y | +31.8% | +221.5% | -189.7% | -5.8% |
| 5Y | +47.4% | +136.7% | -89.4% | +5.6% |
| 10Y | +120.6% | +1,179.2% | -1,058.6% | -8.7% |
| All | +477.8% | +14,289.1% | -13,811.2% | +17.6% |
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