+653.2%
SCHW vs UPRO
+13,923.4%
-13,270.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -1.0% |
| 7D | -1.9% | -2.5% | +0.7% | -0.9% |
| 30D | -1.6% | -4.2% | +2.6% | 0.0% |
| 3M | +21.3% | +8.1% | +13.2% | +16.6% |
| 6M | +16.5% | +35.2% | -18.8% | +1.0% |
| YTD | +8.4% | +28.4% | -20.0% | -4.3% |
| 1Y | +15.6% | +39.3% | -23.6% | -2.0% |
| 3Y | +86.8% | +219.9% | -133.0% | +4.4% |
| 5Y | +60.5% | +142.8% | -82.3% | -8.9% |
| 10Y | +297.7% | +1,240.0% | -942.3% | -18.1% |
| All | +653.2% | +13,923.4% | -13,270.1% | -49.6% |
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 1990-01-01 to 2026-09-11: 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling