-90.5%
SNAP vs UPRO
+95.9%
-186.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.6% |
| 7D | +6.0% | +7.4% | -1.4% | +0.9% |
| 30D | -13.8% | -7.9% | -5.9% | -8.6% |
| 3M | -0.8% | -12.0% | +11.3% | +8.4% |
| 6M | -6.2% | -2.0% | -4.3% | -5.3% |
| YTD | -34.8% | +20.4% | -55.2% | -42.6% |
| 1Y | -38.7% | +24.5% | -63.2% | -47.5% |
| 3Y | -53.5% | +224.4% | -277.8% | -81.2% |
| All | -90.5% | +95.9% | -186.4% | -94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling