+224.4%
UPRO vs SAN
+247.1%
-22.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.7% |
| 7D | +7.4% | +4.0% | +3.4% | +4.4% |
| 30D | -7.9% | -7.8% | -0.1% | -2.8% |
| 3M | -12.0% | -16.4% | +4.4% | -0.6% |
| 6M | -2.0% | +3.5% | -5.5% | -5.1% |
| YTD | +20.4% | +6.7% | +13.7% | +12.7% |
| 1Y | +24.5% | +14.5% | +10.0% | +10.7% |
| 3Y | +224.4% | +243.5% | -19.2% | +54.8% |
| All | +224.4% | +247.1% | -22.7% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling