+1,117.7%
SCHG vs UPRO
+7,206.5%
-6,088.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.2% |
| 7D | -0.9% | -1.3% | +0.4% | -0.4% |
| 30D | -2.3% | -5.0% | +2.7% | -0.4% |
| 3M | +4.5% | +7.5% | -3.0% | +1.4% |
| 6M | +13.6% | +33.2% | -19.7% | +1.2% |
| YTD | +7.6% | +27.7% | -20.1% | -2.9% |
| 1Y | +13.0% | +43.0% | -30.0% | -2.4% |
| 3Y | +87.0% | +224.4% | -137.5% | +14.5% |
| 5Y | +82.9% | +135.9% | -53.0% | +17.7% |
| 10Y | +453.6% | +1,232.5% | -778.9% | +62.2% |
| All | +1,117.7% | +7,206.5% | -6,088.8% | +68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling