+210.5%
UPRO vs SBAC
-10.4%
+220.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.1% |
| 7D | -8.7% | +1.2% | -9.9% | -8.8% |
| 30D | -16.9% | +11.2% | -28.1% | -18.0% |
| 3M | -15.3% | +4.5% | -19.7% | -15.8% |
| 6M | -5.7% | -12.2% | +6.4% | -4.2% |
| YTD | +12.1% | -0.1% | +12.2% | +11.4% |
| 1Y | +16.4% | -0.3% | +16.7% | +15.8% |
| 3Y | +210.5% | -8.7% | +219.3% | +206.1% |
| All | +210.5% | -10.4% | +220.9% | +206.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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