+84.0%
SCHG vs UPRO
+212.7%
-128.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.3% |
| 7D | -2.7% | -6.0% | +3.3% | -0.2% |
| 30D | -2.2% | -5.8% | +3.6% | +0.2% |
| 3M | +6.2% | +10.8% | -4.6% | +1.3% |
| 6M | +13.4% | +31.6% | -18.2% | -0.1% |
| YTD | +7.1% | +25.4% | -18.3% | -3.9% |
| 1Y | +12.5% | +39.2% | -26.7% | -3.8% |
| All | +84.0% | +212.7% | -128.7% | +7.6% |
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 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