+453.7%
SYY vs UPRO
+13,348.2%
-12,894.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -1.9% |
| 7D | 0.0% | -3.8% | +3.8% | +0.7% |
| 30D | -2.2% | -8.9% | +6.6% | -0.3% |
| 3M | -8.0% | -7.4% | -0.6% | -6.8% |
| 6M | +7.5% | +1.6% | +5.9% | +5.4% |
| YTD | +7.4% | +23.2% | -15.7% | -0.5% |
| 1Y | +4.9% | +21.2% | -16.4% | -2.7% |
| 3Y | +24.1% | +230.8% | -206.7% | -18.0% |
| 5Y | +13.4% | +106.7% | -93.3% | -20.5% |
| 10Y | +87.5% | +1,125.0% | -1,037.5% | -25.6% |
| All | +453.7% | +13,348.2% | -12,894.5% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling