+2,469.4%
UPRO vs SFM
+132.6%
+2,336.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -2.2% |
| 7D | +0.1% | -0.1% | +0.1% | 0.0% |
| 30D | -0.9% | -4.4% | +3.5% | +0.2% |
| 3M | +1.9% | +1.5% | +0.4% | +0.1% |
| 6M | +33.1% | +6.5% | +26.6% | +26.3% |
| YTD | +31.8% | +2.2% | +29.6% | +26.2% |
| 1Y | +48.3% | -41.9% | +90.2% | +71.8% |
| 3Y | +221.5% | +106.8% | +114.7% | +126.9% |
| 5Y | +136.7% | +231.6% | -94.8% | +35.5% |
| 10Y | +1,179.2% | +258.4% | +920.7% | +549.3% |
| All | +2,469.4% | +132.6% | +2,336.8% | +1,431.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling