+1,071.1%
UPRO vs SAN
+255.1%
+816.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.8% |
| 7D | -2.9% | +10.8% | -13.6% | -11.2% |
| 30D | -12.4% | -5.7% | -6.7% | -8.2% |
| 3M | -11.9% | -13.4% | +1.6% | -0.8% |
| 6M | -1.7% | +3.5% | -5.2% | -5.9% |
| YTD | +18.5% | +9.7% | +8.8% | +6.1% |
| 1Y | +17.5% | +20.9% | -3.4% | -3.7% |
| 3Y | +218.4% | +254.3% | -35.9% | -5.2% |
| 5Y | +99.1% | +304.2% | -205.1% | -49.0% |
| 10Y | +1,071.1% | +260.2% | +810.9% | +270.0% |
| All | +1,071.1% | +255.1% | +816.0% | +270.0% |
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