-38.8%
FIS vs UPRO
+226.4%
-265.2%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.4% |
| 7D | +2.8% | +7.4% | -4.6% | +1.6% |
| 30D | -16.7% | -7.9% | -8.8% | -16.0% |
| 3M | -32.3% | -12.0% | -20.3% | -31.2% |
| 6M | -29.1% | -2.0% | -27.1% | -29.7% |
| YTD | -54.1% | +20.4% | -74.5% | -56.6% |
| 1Y | -53.7% | +24.5% | -78.2% | -56.6% |
| 3Y | -38.8% | +224.4% | -263.2% | -59.6% |
| All | -38.8% | +226.4% | -265.2% | -59.6% |
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