+8,434.7%
SHOP vs UPRO
+1,219.7%
+7,215.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.1% |
| 7D | -5.1% | +0.1% | -5.2% | -5.1% |
| 30D | +0.6% | -0.9% | +1.5% | +1.2% |
| 3M | +25.0% | +1.9% | +23.1% | +22.4% |
| 6M | +11.9% | +33.1% | -21.2% | -6.8% |
| YTD | -9.9% | +31.8% | -41.7% | -24.3% |
| 1Y | 0.0% | +48.3% | -48.3% | -21.3% |
| 3Y | +117.5% | +221.5% | -104.0% | +10.9% |
| 5Y | -6.6% | +136.7% | -143.4% | -44.6% |
| 10Y | +3,320.3% | +1,179.2% | +2,141.2% | +674.8% |
| All | +8,434.7% | +1,219.7% | +7,215.0% | +1,750.8% |
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