+1,095.1%
UPRO vs SSNC
+184.6%
+910.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.4% |
| 7D | +7.4% | +2.3% | +5.1% | +4.5% |
| 30D | -7.9% | -3.1% | -4.8% | -5.3% |
| 3M | -12.0% | -2.7% | -9.3% | -10.5% |
| 6M | -2.0% | +23.7% | -25.6% | -29.2% |
| YTD | +20.4% | -8.0% | +28.4% | +23.7% |
| 1Y | +24.5% | -4.7% | +29.2% | +21.9% |
| 3Y | +224.4% | +58.0% | +166.4% | +65.4% |
| 5Y | +97.6% | +8.0% | +89.6% | +80.3% |
| All | +1,095.1% | +184.6% | +910.4% | +475.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 10y: compounded portfolio wealth divided by compounded SSNC 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…
10y analysis · Full analysis span regression · 6 months rolling