-79.7%
SNAP vs UPRO
+717.1%
-796.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -3.0% |
| 7D | -7.1% | -8.7% | +1.6% | -2.4% |
| 30D | -14.6% | -16.9% | +2.3% | -5.8% |
| 3M | -5.0% | -15.3% | +10.3% | +3.7% |
| 6M | -18.8% | -5.7% | -13.1% | -16.2% |
| YTD | -38.5% | +12.1% | -50.6% | -41.6% |
| 1Y | -38.1% | +16.4% | -54.5% | -42.4% |
| 3Y | -53.8% | +210.5% | -264.3% | -74.3% |
| 5Y | -90.7% | +82.4% | -173.1% | -93.6% |
| All | -79.7% | +717.1% | -796.9% | -93.3% |
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