+218.4%
UPRO vs SSNC
+57.6%
+160.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -2.1% |
| 7D | -2.9% | -2.5% | -0.3% | -0.7% |
| 30D | -12.4% | -2.7% | -9.7% | -11.2% |
| 3M | -11.9% | -0.8% | -11.0% | -12.3% |
| 6M | -1.7% | +15.5% | -17.2% | -16.6% |
| YTD | +18.5% | -8.8% | +27.4% | +30.0% |
| 1Y | +17.5% | -5.8% | +23.3% | +23.4% |
| 3Y | +218.4% | +55.7% | +162.7% | +103.5% |
| All | +218.4% | +57.6% | +160.7% | +103.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling