+265.2%
SU vs UPRO
+1,258.3%
-993.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.6% | -0.9% |
| 7D | +2.2% | -2.5% | +4.8% | +3.0% |
| 30D | +8.4% | -4.2% | +12.7% | +9.7% |
| 3M | +12.1% | +8.1% | +4.0% | +8.4% |
| 6M | +19.7% | +35.2% | -15.6% | +6.2% |
| YTD | +58.4% | +28.4% | +30.0% | +42.4% |
| 1Y | +67.2% | +39.3% | +28.0% | +45.3% |
| 3Y | +125.0% | +219.9% | -94.9% | +37.5% |
| 5Y | +355.1% | +142.8% | +212.2% | +178.4% |
| All | +265.2% | +1,258.3% | -993.1% | +2.5% |
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 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