+32.8%
SNOW vs UPRO
+435.8%
-403.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.7% |
| 7D | +2.8% | +0.1% | +2.7% | +3.0% |
| 30D | +6.4% | -0.9% | +7.3% | +7.2% |
| 3M | +38.1% | +1.9% | +36.2% | +35.1% |
| 6M | +100.4% | +33.1% | +67.3% | +65.0% |
| YTD | +53.7% | +31.8% | +21.9% | +27.6% |
| 1Y | +52.0% | +48.3% | +3.7% | +16.9% |
| 3Y | +114.7% | +221.5% | -106.8% | -4.7% |
| 5Y | +8.8% | +136.7% | -128.0% | -45.2% |
| All | +32.8% | +435.8% | -403.0% | -52.7% |
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 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