-3.3%
FISV vs UPRO
+1,226.0%
-1,229.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.2% |
| 7D | -7.2% | -6.0% | -1.2% | -5.3% |
| 30D | -7.2% | -5.8% | -1.4% | -5.4% |
| 3M | -8.2% | +10.8% | -19.0% | -12.0% |
| 6M | -17.7% | +31.6% | -49.3% | -26.0% |
| YTD | -27.2% | +25.4% | -52.5% | -33.5% |
| 1Y | -63.0% | +39.2% | -102.2% | -67.5% |
| 3Y | -59.8% | +218.5% | -278.3% | -75.0% |
| 5Y | -55.8% | +137.1% | -192.8% | -72.1% |
| All | -3.3% | +1,226.0% | -1,229.3% | -71.7% |
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