+3.4%
SYF vs UPRO
+2.6%
+0.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | -0.5% |
| 7D | -3.6% | -3.8% | +0.2% | -2.7% |
| 30D | -1.7% | -8.9% | +7.1% | +1.0% |
| 3M | -7.8% | -7.4% | -0.4% | -5.9% |
| 6M | +3.4% | +1.6% | +1.8% | +1.2% |
| All | +3.4% | +2.6% | +0.8% | +1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling