+295.2%
SCHW vs UPRO
+1,226.0%
-930.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.6% | +1.4% |
| 7D | -2.8% | -6.0% | +3.2% | -0.6% |
| 30D | -0.1% | -5.8% | +5.7% | +2.0% |
| 3M | +20.6% | +10.8% | +9.8% | +15.3% |
| 6M | +15.9% | +31.6% | -15.6% | +3.0% |
| YTD | +8.5% | +25.4% | -16.9% | -2.2% |
| 1Y | +17.8% | +39.2% | -21.4% | +1.6% |
| 3Y | +88.5% | +218.5% | -130.0% | +11.6% |
| 5Y | +60.6% | +137.1% | -76.4% | -2.1% |
| All | +295.2% | +1,226.0% | -930.8% | -14.1% |
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