+253.9%
XLI vs UPRO
+1,258.3%
-1,004.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.4% | +0.3% |
| 7D | -1.7% | -2.5% | +0.9% | -0.8% |
| 30D | -7.3% | -4.2% | -3.0% | -6.0% |
| 3M | -1.3% | +8.1% | -9.4% | -4.2% |
| 6M | +2.2% | +35.2% | -33.0% | -8.2% |
| YTD | +11.7% | +28.4% | -16.7% | +1.7% |
| 1Y | +14.3% | +39.3% | -25.0% | +0.8% |
| 3Y | +70.3% | +219.9% | -149.6% | +8.4% |
| 5Y | +82.3% | +142.8% | -60.5% | +16.9% |
| All | +253.9% | +1,258.3% | -1,004.4% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 UPRO 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