+393.2%
UPRO vs SITM
+4,789.7%
-4,396.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.5% | -3.1% | +0.3% |
| 7D | -2.5% | +3.9% | -6.4% | -4.0% |
| 30D | -4.2% | -6.6% | +2.4% | -2.6% |
| 3M | +8.1% | -11.9% | +19.9% | +8.6% |
| 6M | +35.2% | +81.1% | -45.9% | -1.4% |
| YTD | +28.4% | +80.0% | -51.5% | -8.7% |
| 1Y | +39.3% | +145.8% | -106.6% | -15.8% |
| 3Y | +219.9% | +475.9% | -256.0% | +18.7% |
| 5Y | +142.8% | +189.2% | -46.4% | +3.9% |
| All | +393.2% | +4,789.7% | -4,396.5% | -32.1% |
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