+136.0%
UPRO vs SSNC
+18.8%
+117.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.1% | +3.1% |
| 7D | +1.5% | -1.8% | +3.2% | +3.6% |
| 30D | -3.7% | +1.9% | -5.6% | -6.2% |
| 3M | +8.0% | +18.4% | -10.4% | -15.9% |
| 6M | +38.7% | +7.0% | +31.7% | +22.2% |
| YTD | +29.5% | -6.9% | +36.5% | +36.6% |
| 1Y | +46.1% | -8.2% | +54.3% | +55.9% |
| 3Y | +229.1% | +50.5% | +178.6% | +64.1% |
| 5Y | +136.0% | +17.4% | +118.6% | +97.6% |
| All | +136.0% | +18.8% | +117.2% | +97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling