+1,232.5%
UPRO vs SAN
+329.5%
+903.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.3% |
| 7D | -1.3% | -0.5% | -0.8% | -0.9% |
| 30D | -5.0% | -0.1% | -5.0% | -5.1% |
| 3M | +7.5% | +19.6% | -12.1% | -8.5% |
| 6M | +33.2% | +32.7% | +0.5% | +3.2% |
| YTD | +27.7% | +26.7% | +1.0% | +1.6% |
| 1Y | +43.0% | +51.6% | -8.6% | -3.5% |
| 3Y | +224.4% | +348.7% | -124.3% | -21.2% |
| 5Y | +135.9% | +378.7% | -242.9% | -47.6% |
| 10Y | +1,232.5% | +336.9% | +895.6% | +242.8% |
| All | +1,232.5% | +329.5% | +903.0% | +242.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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