+3.0%
SSPC vs UPRO
-10.8%
+13.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.8% | -18.1% | -16.0% |
| 7D | -4.7% | -8.7% | +4.0% | -15.0% |
| 30D | +36.7% | -16.9% | +53.6% | +5.5% |
| 3M | -49.4% | -15.3% | -34.2% | -58.0% |
| All | +3.0% | -10.8% | +13.8% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling