+12,127.5%
UPRO vs SBAC
+791.0%
+11,336.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.5% | +6.5% | +6.5% |
| 7D | -0.9% | +3.0% | -3.9% | -3.4% |
| 30D | -11.4% | +4.3% | -15.7% | -15.4% |
| 3M | -10.9% | +4.1% | -15.1% | -15.4% |
| 6M | -0.5% | -11.6% | +11.1% | +6.3% |
| YTD | +19.9% | +0.4% | +19.5% | +7.1% |
| 1Y | +24.2% | -1.1% | +25.3% | +12.4% |
| 3Y | +236.9% | -7.3% | +244.2% | +187.1% |
| 5Y | +96.6% | -40.8% | +137.3% | +181.5% |
| 10Y | +1,091.6% | +103.0% | +988.6% | +330.7% |
| All | +12,127.5% | +791.0% | +11,336.5% | +559.6% |
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