+135.9%
SHOP vs UPRO
+226.4%
-90.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +1.1% |
| 7D | -1.2% | +7.4% | -8.6% | -6.2% |
| 30D | -14.7% | -7.9% | -6.8% | -10.3% |
| 3M | -7.2% | -12.0% | +4.8% | +1.0% |
| 6M | +54.2% | -2.0% | +56.1% | +53.3% |
| YTD | -8.6% | +20.4% | -29.0% | -22.7% |
| 1Y | +0.5% | +24.5% | -24.0% | -17.2% |
| 3Y | +135.9% | +224.4% | -88.4% | -2.0% |
| All | +135.9% | +226.4% | -90.4% | -2.0% |
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