+12,127.5%
UPRO vs SPY
+1,039.0%
+11,088.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.4% | +4.6% | -0.1% |
| 7D | -0.9% | +0.1% | -1.0% | -0.2% |
| 30D | -11.4% | -3.3% | -8.1% | -0.9% |
| 3M | -10.9% | -2.4% | -8.5% | -2.6% |
| 6M | -0.5% | +2.6% | -3.1% | -4.9% |
| YTD | +19.9% | +11.2% | +8.6% | -8.3% |
| 1Y | +24.2% | +13.4% | +10.8% | -9.8% |
| 3Y | +236.9% | +79.9% | +157.0% | -29.3% |
| 5Y | +96.6% | +72.2% | +24.4% | -40.8% |
| 10Y | +1,091.6% | +307.3% | +784.3% | -52.3% |
| All | +12,127.5% | +1,039.0% | +11,088.5% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling