+447.8%
SCHG vs UPRO
+1,258.3%
-810.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.6% | -0.1% |
| 7D | -1.0% | -2.5% | +1.5% | -0.1% |
| 30D | -1.3% | -4.2% | +3.0% | +0.3% |
| 3M | +5.4% | +8.1% | -2.6% | +2.0% |
| 6M | +14.4% | +35.2% | -20.8% | +0.9% |
| YTD | +8.0% | +28.4% | -20.4% | -3.0% |
| 1Y | +12.7% | +39.3% | -26.5% | -2.2% |
| 3Y | +85.6% | +219.9% | -134.3% | +12.2% |
| 5Y | +85.5% | +142.8% | -57.3% | +16.0% |
| All | +447.8% | +1,258.3% | -810.5% | +58.9% |
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