-17.4%
FIS vs UPRO
+240.0%
-257.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | -2.2% | -0.9% | -1.3% | -2.0% |
| 3M | +2.1% | +1.9% | +0.2% | +1.4% |
| 6M | -14.7% | +33.1% | -47.8% | -20.6% |
| YTD | -35.7% | +31.8% | -67.5% | -40.0% |
| 1Y | -37.1% | +48.3% | -85.3% | -43.1% |
| All | -17.4% | +240.0% | -257.5% | -47.4% |
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