+13,342.5%
UPRO vs SM
+121.8%
+13,220.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.5% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -0.9% | +26.3% | -27.2% | -7.9% |
| 3M | +1.9% | +8.7% | -6.7% | -2.5% |
| 6M | +33.1% | +51.7% | -18.6% | +12.3% |
| YTD | +31.8% | +99.0% | -67.3% | +1.7% |
| 1Y | +48.3% | +34.6% | +13.7% | +27.5% |
| 3Y | +221.5% | -7.8% | +229.2% | +202.6% |
| 5Y | +136.7% | +104.8% | +32.0% | +69.8% |
| 10Y | +1,179.2% | +7.2% | +1,171.9% | +540.0% |
| All | +13,342.5% | +121.8% | +13,220.7% | +2,532.7% |
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