+1,155.3%
UPRO vs SM
+12.3%
+1,142.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.6% | -5.3% | -2.6% |
| 7D | +1.5% | -0.2% | +1.6% | +1.4% |
| 30D | -3.7% | +31.5% | -35.2% | -10.6% |
| 3M | +8.0% | +17.3% | -9.4% | +1.9% |
| 6M | +38.7% | +48.5% | -9.9% | +20.5% |
| YTD | +29.5% | +106.3% | -76.7% | +2.5% |
| 1Y | +46.1% | +47.3% | -1.2% | +25.3% |
| 3Y | +229.1% | -1.4% | +230.5% | +207.3% |
| 5Y | +136.0% | +114.0% | +22.0% | +78.6% |
| 10Y | +1,155.3% | +12.5% | +1,142.8% | +558.9% |
| All | +1,155.3% | +12.3% | +1,142.9% | +558.9% |
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