+2,338.2%
SHW vs UPRO
+12,988.5%
-10,650.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.0% | -2.9% | +2.0% |
| 7D | +1.6% | -0.9% | +2.5% | +1.7% |
| 30D | +12.1% | -11.4% | +23.5% | +15.6% |
| 3M | -3.0% | -10.9% | +7.9% | -0.2% |
| 6M | +13.5% | -0.5% | +14.1% | +12.5% |
| YTD | +11.2% | +19.9% | -8.6% | +3.9% |
| 1Y | +6.2% | +24.2% | -18.0% | -2.0% |
| 3Y | +45.6% | +236.9% | -191.3% | -4.7% |
| 5Y | +15.6% | +96.6% | -81.0% | -17.6% |
| 10Y | +356.5% | +1,091.6% | -735.1% | +63.3% |
| All | +2,338.2% | +12,988.5% | -10,650.3% | +303.4% |
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