+91.3%
SYF vs UPRO
+137.3%
-45.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | +0.8% | -0.9% | +1.7% | +1.2% |
| 3M | +13.4% | +1.9% | +11.5% | +11.6% |
| 6M | +16.3% | +33.1% | -16.8% | +0.6% |
| YTD | -3.0% | +31.8% | -34.8% | -15.9% |
| 1Y | +5.7% | +48.3% | -42.6% | -13.7% |
| 3Y | +160.1% | +221.5% | -61.4% | +44.2% |
| All | +91.3% | +137.3% | -45.9% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling