+35.5%
XLV vs UPRO
+137.8%
-102.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.6% |
| 7D | -3.6% | -2.5% | -1.0% | -3.1% |
| 30D | -1.8% | -4.2% | +2.4% | -1.1% |
| 3M | +7.8% | +8.1% | -0.3% | +5.8% |
| 6M | +9.1% | +35.2% | -26.1% | +2.1% |
| YTD | +7.7% | +28.4% | -20.7% | +1.6% |
| 1Y | +20.4% | +39.3% | -18.8% | +11.5% |
| 3Y | +30.8% | +219.9% | -189.1% | -1.6% |
| All | +35.5% | +137.8% | -102.3% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling