+113.8%
SYY vs UPRO
+1,258.3%
-1,144.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.4% |
| 7D | +3.9% | -2.5% | +6.5% | +4.7% |
| 30D | -1.7% | -4.2% | +2.5% | -0.6% |
| 3M | +5.2% | +8.1% | -2.9% | +2.1% |
| 6M | -0.2% | +35.2% | -35.4% | -10.1% |
| YTD | +15.4% | +28.4% | -13.1% | +5.2% |
| 1Y | +5.6% | +39.3% | -33.7% | -6.8% |
| 3Y | +28.9% | +219.9% | -191.0% | -19.2% |
| 5Y | +24.1% | +142.8% | -118.8% | -21.9% |
| All | +113.8% | +1,258.3% | -1,144.5% | -41.0% |
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