+1,091.6%
UPRO vs SM
+4.9%
+1,086.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.7% | +9.7% | +7.6% |
| 7D | -0.9% | -22.3% | +21.4% | +5.0% |
| 30D | -11.4% | -21.4% | +9.9% | -6.7% |
| 3M | -10.9% | +1.4% | -12.3% | -12.8% |
| 6M | -0.5% | +0.1% | -0.7% | -4.0% |
| YTD | +19.9% | +59.0% | -39.1% | -0.1% |
| 1Y | +24.2% | +64.3% | -40.1% | +2.2% |
| 3Y | +236.9% | -13.1% | +250.1% | +221.8% |
| 5Y | +96.6% | -13.9% | +110.4% | +82.8% |
| 10Y | +1,091.6% | +1.7% | +1,089.9% | +532.2% |
| All | +1,091.6% | +4.9% | +1,086.7% | +532.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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