+81.9%
UPRO vs SM
-11.5%
+93.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.5% |
| 7D | -8.7% | -25.9% | +17.2% | +0.1% |
| 30D | -16.9% | -15.1% | -1.8% | -13.4% |
| 3M | -15.3% | +4.9% | -20.1% | -19.1% |
| 6M | -5.7% | +6.1% | -11.9% | -13.0% |
| YTD | +12.1% | +63.4% | -51.4% | -18.1% |
| 1Y | +16.4% | +72.5% | -56.0% | -17.6% |
| 3Y | +210.5% | -16.9% | +227.4% | +185.0% |
| All | +81.9% | -11.5% | +93.4% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling