+78.6%
UPRO vs SARO
-21.9%
+100.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.7% |
| 7D | -1.3% | +0.6% | -1.9% | -1.7% |
| 30D | -5.0% | -14.5% | +9.5% | +5.6% |
| 3M | +7.5% | -5.3% | +12.8% | +10.4% |
| 6M | +33.2% | -15.3% | +48.5% | +46.4% |
| YTD | +27.7% | -15.6% | +43.3% | +39.3% |
| 1Y | +43.0% | -9.1% | +52.1% | +45.6% |
| All | +78.6% | -21.9% | +100.5% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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