+102.2%
SNOW vs UPRO
+230.2%
-128.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.4% |
| 7D | +4.9% | +1.5% | +3.4% | +4.3% |
| 30D | +1.5% | -3.7% | +5.2% | +3.7% |
| 3M | +39.5% | +8.0% | +31.5% | +33.2% |
| 6M | +85.9% | +38.7% | +47.2% | +53.4% |
| YTD | +52.9% | +29.5% | +23.4% | +31.2% |
| 1Y | +48.1% | +46.1% | +2.0% | +18.6% |
| 3Y | +102.2% | +229.1% | -126.9% | -4.6% |
| All | +102.2% | +230.2% | -128.0% | -4.6% |
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