+1,479.6%
UPRO vs SHAK
+43.4%
+1,436.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -0.4% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | -3.7% | -5.2% | +1.5% | -1.5% |
| 3M | +8.0% | +27.3% | -19.3% | -5.0% |
| 6M | +38.7% | -27.9% | +66.5% | +52.6% |
| YTD | +29.5% | -17.0% | +46.5% | +32.2% |
| 1Y | +46.1% | -30.9% | +77.0% | +61.3% |
| 3Y | +229.1% | +3.4% | +225.7% | +181.9% |
| 5Y | +136.0% | -20.5% | +156.5% | +118.7% |
| 10Y | +1,155.3% | +88.3% | +1,067.0% | +660.1% |
| All | +1,479.6% | +43.4% | +1,436.2% | +888.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SHAK 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling