+739.9%
XLV vs UPRO
+13,589.9%
-12,850.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | -0.1% |
| 7D | -4.4% | -6.0% | +1.6% | -2.9% |
| 30D | -1.4% | -5.8% | +4.4% | 0.0% |
| 3M | +8.9% | +10.8% | -2.0% | +5.5% |
| 6M | +9.1% | +31.6% | -22.5% | +0.5% |
| YTD | +7.9% | +25.4% | -17.5% | +0.4% |
| 1Y | +22.7% | +39.2% | -16.5% | +10.6% |
| 3Y | +31.9% | +218.5% | -186.6% | -9.2% |
| 5Y | +34.9% | +137.1% | -102.2% | -6.9% |
| 10Y | +173.9% | +1,208.2% | -1,034.3% | -1.2% |
| All | +739.9% | +13,589.9% | -12,850.0% | +54.4% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling