+236.9%
UPRO vs SFM
+23.1%
+213.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.0% | +6.0% | +6.8% |
| 7D | -0.9% | -10.2% | +9.3% | +1.3% |
| 30D | -11.4% | -23.9% | +12.4% | -7.3% |
| 3M | -10.9% | -42.3% | +31.4% | -1.3% |
| 6M | -0.5% | -40.1% | +39.6% | +8.3% |
| YTD | +19.9% | -37.8% | +57.6% | +27.8% |
| 1Y | +24.2% | -37.1% | +61.3% | +31.6% |
| 3Y | +236.9% | +21.5% | +215.4% | +244.8% |
| All | +236.9% | +23.1% | +213.9% | +244.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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