+178.9%
FIS vs UPRO
+14,289.1%
-14,110.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 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% | +0.7% |
| 6M | -14.7% | +33.1% | -47.8% | -23.5% |
| YTD | -35.7% | +31.8% | -67.5% | -42.3% |
| 1Y | -37.1% | +48.3% | -85.3% | -45.9% |
| 3Y | -20.0% | +221.5% | -241.5% | -50.1% |
| 5Y | -62.1% | +136.7% | -198.9% | -75.7% |
| 10Y | -37.4% | +1,179.2% | -1,216.6% | -80.4% |
| All | +178.9% | +14,289.1% | -14,110.2% | -60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling