-47.7%
SNAP vs UPRO
+222.2%
-269.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.3% |
| 7D | +0.7% | +0.1% | +0.7% | +0.7% |
| 30D | +2.6% | -0.9% | +3.5% | +3.2% |
| 3M | -9.9% | +1.9% | -11.8% | -11.0% |
| 6M | +1.9% | +33.1% | -31.2% | -15.2% |
| YTD | -32.2% | +31.8% | -64.0% | -43.1% |
| 1Y | -22.8% | +48.3% | -71.1% | -40.1% |
| All | -47.7% | +222.2% | -269.9% | -78.4% |
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 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