-53.0%
SWKS vs UPRO
+137.3%
-190.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +4.1% |
| 7D | +12.5% | +0.1% | +12.4% | +12.4% |
| 30D | +10.5% | -0.9% | +11.4% | +10.9% |
| 3M | -7.4% | +1.9% | -9.3% | -8.4% |
| 6M | +32.7% | +33.1% | -0.4% | +13.4% |
| YTD | +19.2% | +31.8% | -12.6% | +1.9% |
| 1Y | +2.4% | +48.3% | -45.9% | -17.9% |
| 3Y | -25.6% | +221.5% | -247.1% | -61.8% |
| All | -53.0% | +137.3% | -190.3% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling