-52.7%
SNAP vs UPRO
+233.9%
-286.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.9% | +2.9% | +4.3% |
| 7D | -9.8% | -3.8% | -6.0% | -7.3% |
| 30D | -18.2% | -8.9% | -9.4% | -13.0% |
| 3M | -3.1% | -7.4% | +4.4% | +2.0% |
| 6M | -7.1% | +1.6% | -8.7% | -8.1% |
| YTD | -33.8% | +23.2% | -57.0% | -42.0% |
| 1Y | -39.0% | +21.2% | -60.3% | -46.2% |
| All | -52.7% | +233.9% | -286.7% | -81.2% |
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