+46.1%
UPRO vs SAN
+55.7%
-9.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.4% |
| 7D | +1.5% | +3.3% | -1.9% | -0.9% |
| 30D | -3.7% | +1.1% | -4.8% | -4.5% |
| 3M | +8.0% | +22.2% | -14.2% | -6.6% |
| 6M | +38.7% | +36.0% | +2.6% | +11.3% |
| YTD | +29.5% | +28.2% | +1.3% | +5.5% |
| 1Y | +46.1% | +54.1% | -8.0% | +5.3% |
| All | +46.1% | +55.7% | -9.6% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling