+12,179.8%
UPRO vs SCCO
+1,615.0%
+10,564.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.2% | +0.7% |
| 7D | +7.4% | -1.9% | +9.3% | +9.1% |
| 30D | -7.9% | -17.4% | +9.5% | +7.5% |
| 3M | -12.0% | -11.7% | -0.4% | -4.6% |
| 6M | -2.0% | -12.1% | +10.2% | +4.4% |
| YTD | +20.4% | +20.9% | -0.5% | -8.1% |
| 1Y | +24.5% | +31.3% | -6.8% | -11.6% |
| 3Y | +224.4% | +170.3% | +54.1% | +12.5% |
| 5Y | +97.6% | +240.8% | -143.2% | -46.8% |
| 10Y | +1,097.3% | +683.6% | +413.7% | +49.8% |
| All | +12,179.8% | +1,615.0% | +10,564.8% | +565.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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