+788.5%
XLK vs UPRO
+1,258.3%
-469.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.3% |
| 7D | +0.2% | -2.5% | +2.7% | +1.3% |
| 30D | -0.6% | -4.2% | +3.6% | +1.2% |
| 3M | +2.6% | +8.1% | -5.5% | -0.8% |
| 6M | +34.0% | +35.2% | -1.3% | +17.4% |
| YTD | +30.7% | +28.4% | +2.2% | +16.9% |
| 1Y | +39.2% | +39.3% | -0.1% | +20.1% |
| 3Y | +120.4% | +219.9% | -99.5% | +29.2% |
| 5Y | +148.8% | +142.8% | +6.0% | +51.1% |
| All | +788.5% | +1,258.3% | -469.8% | +135.1% |
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