+263.2%
SYF vs UPRO
+1,152.9%
-889.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.8% |
| 7D | +2.6% | +1.5% | +1.1% | +1.9% |
| 30D | 0.0% | -3.7% | +3.8% | +1.9% |
| 3M | +11.9% | +8.0% | +3.9% | +7.3% |
| 6M | +18.9% | +38.7% | -19.7% | 0.0% |
| YTD | -4.6% | +29.5% | -34.1% | -17.2% |
| 1Y | +6.4% | +46.1% | -39.7% | -13.5% |
| 3Y | +167.2% | +229.1% | -61.9% | +39.7% |
| 5Y | +92.3% | +136.0% | -43.7% | +6.8% |
| 10Y | +263.2% | +1,155.3% | -892.1% | -27.8% |
| All | +263.2% | +1,152.9% | -889.8% | -27.8% |
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