+137.1%
UPRO vs SHAK
-27.4%
+164.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -0.8% |
| 7D | -6.0% | -11.0% | +5.0% | -0.7% |
| 30D | -5.8% | -14.0% | +8.3% | +1.1% |
| 3M | +10.8% | +13.3% | -2.4% | +2.2% |
| 6M | +31.6% | -35.3% | +66.9% | +53.9% |
| YTD | +25.4% | -24.0% | +49.4% | +33.0% |
| 1Y | +39.2% | -36.7% | +75.9% | +61.5% |
| 3Y | +218.5% | -5.4% | +223.9% | +167.4% |
| 5Y | +137.1% | -24.9% | +162.0% | +105.8% |
| All | +137.1% | -27.4% | +164.5% | +105.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling