-58.2%
FISV vs UPRO
+223.1%
-281.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.7% |
| 7D | -1.6% | +1.5% | -3.0% | -1.9% |
| 30D | -3.0% | -3.7% | +0.8% | -2.1% |
| 3M | -3.5% | +8.0% | -11.5% | -5.8% |
| 6M | -19.4% | +38.7% | -58.0% | -26.6% |
| YTD | -24.3% | +29.5% | -53.8% | -29.8% |
| 1Y | -62.4% | +46.1% | -108.5% | -66.2% |
| All | -58.2% | +223.1% | -281.3% | -71.5% |
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 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