+13,342.5%
UPRO vs SPYG
+1,451.5%
+11,891.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -0.9% |
| 7D | +0.1% | +0.4% | -0.3% | -0.9% |
| 30D | -0.9% | -0.4% | -0.4% | +0.3% |
| 3M | +1.9% | +0.5% | +1.4% | +0.8% |
| 6M | +33.1% | +17.5% | +15.6% | -11.9% |
| YTD | +31.8% | +14.3% | +17.4% | -6.2% |
| 1Y | +48.3% | +21.7% | +26.6% | -10.0% |
| 3Y | +221.5% | +98.6% | +122.9% | -42.6% |
| 5Y | +136.7% | +85.1% | +51.6% | -39.2% |
| 10Y | +1,179.2% | +412.0% | +767.1% | -71.0% |
| All | +13,342.5% | +1,451.5% | +11,891.0% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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