+362.3%
UPRO vs SITM
+3,319.5%
-2,957.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | +0.8% |
| 7D | +7.4% | +6.6% | +0.8% | +4.8% |
| 30D | -7.9% | -15.3% | +7.4% | -3.2% |
| 3M | -12.0% | -35.4% | +23.4% | +0.4% |
| 6M | -2.0% | -46.8% | +44.8% | +15.9% |
| YTD | +20.4% | +25.9% | -5.5% | -4.3% |
| 1Y | +24.5% | +54.0% | -29.5% | -9.4% |
| 3Y | +224.4% | +315.6% | -91.2% | +33.3% |
| 5Y | +97.6% | +74.4% | +23.2% | +1.3% |
| All | +362.3% | +3,319.5% | -2,957.2% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling