+18.6%
SNOW vs UPRO
+400.7%
-382.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.9% | -2.1% | -0.5% |
| 7D | +3.7% | -3.8% | +7.4% | +5.7% |
| 30D | -16.4% | -8.9% | -7.6% | -11.9% |
| 3M | -9.9% | -7.4% | -2.4% | -5.8% |
| 6M | +98.8% | +1.6% | +97.3% | +94.4% |
| YTD | +37.3% | +23.2% | +14.1% | +18.2% |
| 1Y | +11.0% | +21.2% | -10.2% | -3.8% |
| 3Y | +87.8% | +230.8% | -143.0% | -18.3% |
| 5Y | -18.4% | +106.7% | -125.1% | -56.0% |
| All | +18.6% | +400.7% | -382.1% | -56.1% |
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