+30.8%
XLV vs UPRO
+220.4%
-189.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.6% |
| 7D | -3.6% | -2.5% | -1.0% | -3.2% |
| 30D | -1.8% | -4.2% | +2.4% | -1.2% |
| 3M | +7.8% | +8.1% | -0.3% | +6.1% |
| 6M | +9.1% | +35.2% | -26.1% | +3.0% |
| YTD | +7.7% | +28.4% | -20.7% | +2.3% |
| 1Y | +20.4% | +39.3% | -18.8% | +12.5% |
| 3Y | +30.8% | +219.9% | -189.1% | +0.1% |
| All | +30.8% | +220.4% | -189.6% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling