+229.1%
UPRO vs SPXS
-80.2%
+309.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -0.1% |
| 7D | +1.5% | -1.5% | +3.0% | +0.1% |
| 30D | -3.7% | +3.7% | -7.4% | +0.3% |
| 3M | +8.0% | -9.6% | +17.6% | +1.3% |
| 6M | +38.7% | -32.4% | +71.0% | +2.4% |
| YTD | +29.5% | -28.7% | +58.2% | +3.2% |
| 1Y | +46.1% | -38.1% | +84.2% | +4.9% |
| 3Y | +229.1% | -80.1% | +309.2% | +19.9% |
| All | +229.1% | -80.2% | +309.3% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 3y: compounded portfolio wealth divided by compounded SPXS 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…
3y analysis · Full analysis span regression · 6 months rolling