+11.5%
SWKS vs UPRO
+226.4%
-214.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.5% |
| 7D | +9.4% | +7.4% | +2.0% | +5.3% |
| 30D | +17.0% | -7.9% | +24.9% | +20.9% |
| 3M | +28.9% | -12.0% | +40.9% | +36.0% |
| 6M | +33.1% | -2.0% | +35.1% | +32.2% |
| YTD | +44.8% | +20.4% | +24.4% | +26.9% |
| 1Y | +36.2% | +24.5% | +11.7% | +16.8% |
| 3Y | +11.5% | +224.4% | -212.9% | -49.6% |
| All | +11.5% | +226.4% | -214.9% | -49.6% |
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