-7.2%
SYK vs UPRO
+212.7%
-220.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.1% | -1.6% |
| 7D | -12.3% | -6.0% | -6.3% | -11.2% |
| 30D | -22.4% | -5.8% | -16.7% | -21.5% |
| 3M | -12.3% | +10.8% | -23.2% | -14.6% |
| 6M | -24.3% | +31.6% | -55.9% | -29.5% |
| YTD | -22.8% | +25.4% | -48.1% | -27.5% |
| 1Y | -28.8% | +39.2% | -68.0% | -35.1% |
| All | -7.2% | +212.7% | -220.0% | -34.3% |
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