+11,332.2%
UPRO vs SM
+82.1%
+11,250.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.6% |
| 7D | -8.7% | -25.9% | +17.2% | -1.0% |
| 30D | -16.9% | -15.1% | -1.8% | -13.7% |
| 3M | -15.3% | +4.9% | -20.1% | -18.1% |
| 6M | -5.7% | +6.1% | -11.9% | -11.1% |
| YTD | +12.1% | +63.4% | -51.4% | -9.8% |
| 1Y | +16.4% | +72.5% | -56.0% | -8.2% |
| 3Y | +210.5% | -16.9% | +227.4% | +198.0% |
| 5Y | +82.4% | -10.6% | +93.0% | +64.8% |
| 10Y | +1,144.5% | +11.3% | +1,133.2% | +499.4% |
| All | +11,332.2% | +82.1% | +11,250.1% | +2,236.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling