+11,332.2%
UPRO vs SPY
+1,012.7%
+10,319.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | -0.1% |
| 7D | -8.7% | -2.7% | -6.0% | -0.2% |
| 30D | -16.9% | -5.4% | -11.5% | -0.9% |
| 3M | -15.3% | -4.1% | -11.2% | -2.6% |
| 6M | -5.7% | +0.7% | -6.4% | -5.0% |
| YTD | +12.1% | +8.7% | +3.4% | -8.2% |
| 1Y | +16.4% | +10.9% | +5.5% | -9.7% |
| 3Y | +210.5% | +75.0% | +135.5% | -29.4% |
| 5Y | +82.4% | +67.8% | +14.6% | -40.7% |
| 10Y | +1,144.5% | +312.9% | +831.7% | -52.1% |
| All | +11,332.2% | +1,012.7% | +10,319.5% | -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