+224.4%
UPRO vs SPY
+78.1%
+146.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -0.2% |
| 7D | +7.4% | +2.6% | +4.8% | -0.1% |
| 30D | -7.9% | -2.0% | -5.9% | -1.2% |
| 3M | -12.0% | -2.8% | -9.2% | -2.9% |
| 6M | -2.0% | +2.1% | -4.1% | -4.9% |
| YTD | +20.4% | +11.5% | +8.9% | -7.6% |
| 1Y | +24.5% | +13.5% | +11.0% | -8.7% |
| 3Y | +224.4% | +77.7% | +146.7% | -26.1% |
| All | +224.4% | +78.1% | +146.3% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling