-77.7%
SNAP vs UPRO
+860.8%
-938.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.4% |
| 7D | +0.7% | +0.1% | +0.7% | +0.7% |
| 30D | +2.6% | -0.9% | +3.5% | +3.1% |
| 3M | -9.9% | +1.9% | -11.8% | -10.8% |
| 6M | +1.9% | +33.1% | -31.2% | -11.7% |
| YTD | -32.2% | +31.8% | -64.0% | -40.9% |
| 1Y | -22.8% | +48.3% | -71.1% | -36.8% |
| 3Y | -47.6% | +221.5% | -269.1% | -71.6% |
| 5Y | -92.7% | +136.7% | -229.5% | -95.6% |
| All | -77.7% | +860.8% | -938.5% | -93.2% |
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 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