+13,342.5%
UPRO vs SBAC
+786.7%
+12,555.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.2% |
| 7D | +0.1% | -0.8% | +0.9% | +0.8% |
| 30D | -0.9% | +6.9% | -7.8% | -7.0% |
| 3M | +1.9% | -8.2% | +10.2% | +7.4% |
| 6M | +33.1% | -1.6% | +34.8% | +24.8% |
| YTD | +31.8% | -0.1% | +31.9% | +19.8% |
| 1Y | +48.3% | -0.5% | +48.7% | +34.0% |
| 3Y | +221.5% | -9.1% | +230.5% | +180.4% |
| 5Y | +136.7% | -43.8% | +180.5% | +261.9% |
| 10Y | +1,179.2% | +80.5% | +1,098.6% | +436.5% |
| All | +13,342.5% | +786.7% | +12,555.8% | +638.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling