-40.2%
FIS vs UPRO
+1,152.9%
-1,193.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.7% | -4.2% | -5.4% |
| 7D | -3.5% | +1.5% | -4.9% | -3.9% |
| 30D | -7.8% | -3.7% | -4.1% | -6.7% |
| 3M | +0.8% | +8.0% | -7.1% | -2.4% |
| 6M | -21.9% | +38.7% | -60.6% | -31.0% |
| YTD | -39.5% | +29.5% | -69.0% | -45.4% |
| 1Y | -41.0% | +46.1% | -87.1% | -49.2% |
| 3Y | -23.6% | +229.1% | -252.7% | -53.5% |
| 5Y | -65.6% | +136.0% | -201.6% | -78.3% |
| 10Y | -40.2% | +1,155.3% | -1,195.5% | -81.2% |
| All | -40.2% | +1,152.9% | -1,193.1% | -81.2% |
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