-57.7%
FISV vs UPRO
+133.2%
-190.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -4.0% |
| 7D | -6.4% | -1.3% | -5.1% | -6.0% |
| 30D | -6.8% | -5.0% | -1.8% | -5.5% |
| 3M | -10.0% | +7.5% | -17.5% | -12.4% |
| 6M | -20.6% | +33.2% | -53.9% | -27.8% |
| YTD | -27.6% | +27.7% | -55.3% | -33.4% |
| 1Y | -64.3% | +43.0% | -107.4% | -68.4% |
| 3Y | -60.0% | +224.4% | -284.4% | -73.8% |
| 5Y | -57.7% | +135.9% | -193.6% | -72.6% |
| All | -57.7% | +133.2% | -190.9% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling