+163.3%
SYF vs UPRO
+210.8%
-47.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.8% |
| 7D | -2.1% | -8.7% | +6.6% | +1.4% |
| 30D | +2.5% | -16.9% | +19.4% | +10.8% |
| 3M | -6.3% | -15.3% | +9.0% | +0.2% |
| 6M | -1.5% | -5.7% | +4.3% | -0.8% |
| YTD | -10.5% | +12.1% | -22.6% | -17.9% |
| 1Y | +1.5% | +16.4% | -14.9% | -8.9% |
| 3Y | +163.3% | +210.5% | -47.3% | +51.2% |
| All | +163.3% | +210.8% | -47.6% | +51.2% |
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 · 6 months rolling