+1,155.3%
UPRO vs SPY
+311.3%
+844.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -0.1% |
| 7D | +1.5% | +0.5% | +0.9% | -0.1% |
| 30D | -3.7% | -0.9% | -2.8% | -0.8% |
| 3M | +8.0% | +3.9% | +4.1% | -2.5% |
| 6M | +38.7% | +14.5% | +24.1% | -4.9% |
| YTD | +29.5% | +12.9% | +16.6% | -6.6% |
| 1Y | +46.1% | +19.4% | +26.7% | -9.7% |
| 3Y | +229.1% | +78.5% | +150.6% | -29.9% |
| 5Y | +136.0% | +81.8% | +54.2% | -40.2% |
| 10Y | +1,155.3% | +311.5% | +843.7% | -52.2% |
| All | +1,155.3% | +311.3% | +844.0% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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