-40.6%
FIS vs UPRO
+226.4%
-267.0%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.0% | -8.3% | -2.4% |
| 7D | -29.4% | -0.9% | -28.5% | -29.7% |
| 30D | -16.7% | -11.4% | -5.3% | -15.4% |
| 3M | -33.0% | -10.9% | -22.1% | -32.0% |
| 6M | -33.3% | -0.5% | -32.8% | -34.2% |
| YTD | -56.0% | +19.9% | -75.9% | -58.4% |
| 1Y | -54.6% | +24.2% | -78.8% | -57.4% |
| 3Y | -40.6% | +236.9% | -277.6% | -60.9% |
| All | -40.6% | +226.4% | -267.0% | -60.9% |
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