+6,624.4%
UPRO vs SSNC
+1,082.2%
+5,542.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | +0.1% |
| 7D | +0.1% | +0.6% | -0.6% | -0.6% |
| 30D | -0.9% | +6.0% | -6.9% | -7.2% |
| 3M | +1.9% | +21.0% | -19.0% | -19.8% |
| 6M | +33.1% | +12.1% | +21.0% | +12.7% |
| YTD | +31.8% | -3.2% | +35.0% | +29.6% |
| 1Y | +48.3% | -4.4% | +52.6% | +47.1% |
| 3Y | +221.5% | +51.6% | +169.9% | +96.4% |
| 5Y | +136.7% | +21.1% | +115.7% | +102.1% |
| 10Y | +1,179.2% | +177.7% | +1,001.5% | +468.0% |
| All | +6,624.4% | +1,082.2% | +5,542.2% | +697.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling