+340.7%
SHW vs UPRO
+1,064.0%
-723.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | +4.2% | -2.9% | +7.1% | +5.0% |
| 30D | +11.3% | -12.4% | +23.7% | +15.3% |
| 3M | -1.8% | -11.9% | +10.0% | +1.4% |
| 6M | +12.7% | -1.7% | +14.4% | +12.1% |
| YTD | +10.4% | +18.5% | -8.1% | +3.3% |
| 1Y | +4.7% | +17.5% | -12.8% | -2.0% |
| 3Y | +42.7% | +218.4% | -175.7% | -6.5% |
| 5Y | +14.5% | +99.1% | -84.6% | -19.7% |
| 10Y | +340.7% | +1,071.1% | -730.4% | +34.0% |
| All | +340.7% | +1,064.0% | -723.3% | +34.0% |
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 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