+1,067.6%
UPRO vs SWK
+29.6%
+1,038.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.2% |
| 7D | -8.7% | +11.0% | -19.7% | -18.0% |
| 30D | -16.9% | +30.1% | -47.0% | -36.2% |
| 3M | -15.3% | +14.7% | -29.9% | -27.0% |
| 6M | -5.7% | +44.5% | -50.2% | -35.9% |
| YTD | +12.1% | +59.4% | -47.3% | -32.8% |
| 1Y | +16.4% | +77.5% | -61.1% | -37.7% |
| 3Y | +210.5% | +49.5% | +161.1% | +77.0% |
| 5Y | +82.4% | -24.9% | +107.3% | +118.9% |
| All | +1,067.6% | +29.6% | +1,038.1% | +843.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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