+206.0%
SYF vs UPRO
+1,163.1%
-957.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.0% | -7.7% | -4.0% |
| 7D | -4.3% | -0.9% | -3.4% | -4.7% |
| 30D | +1.0% | -11.4% | +12.5% | +5.9% |
| 3M | -6.4% | -10.9% | +4.5% | -2.3% |
| 6M | +1.0% | -0.5% | +1.5% | -0.9% |
| YTD | -10.7% | +19.9% | -30.6% | -20.7% |
| 1Y | +1.8% | +24.2% | -22.4% | -11.3% |
| 3Y | +165.8% | +236.9% | -71.1% | +36.4% |
| 5Y | +65.9% | +96.6% | -30.6% | -0.2% |
| 10Y | +206.0% | +1,091.6% | -885.6% | -37.4% |
| All | +206.0% | +1,163.1% | -957.1% | -37.4% |
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