+229.1%
UPRO vs SITM
+409.8%
-180.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.0% |
| 7D | +1.5% | +8.4% | -6.9% | -1.2% |
| 30D | -3.7% | -17.4% | +13.7% | +1.5% |
| 3M | +8.0% | -9.8% | +17.8% | +7.9% |
| 6M | +38.7% | +83.0% | -44.3% | +4.9% |
| YTD | +29.5% | +69.6% | -40.0% | -1.7% |
| 1Y | +46.1% | +144.9% | -98.8% | -6.6% |
| 3Y | +229.1% | +429.9% | -200.8% | +45.0% |
| All | +229.1% | +409.8% | -180.7% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling