+1,057.9%
UPRO vs SWK
+30.0%
+1,027.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -2.6% | -10.6% | -10.7% |
| 7D | -14.4% | +11.3% | -25.6% | -23.2% |
| 30D | -18.2% | +28.1% | -46.3% | -36.3% |
| 3M | -16.4% | +12.6% | -29.0% | -26.8% |
| 6M | -2.6% | +51.7% | -54.3% | -36.9% |
| YTD | +11.1% | +60.0% | -48.8% | -33.6% |
| 1Y | +11.8% | +72.7% | -60.9% | -38.5% |
| 3Y | +209.9% | +46.3% | +163.6% | +80.7% |
| 5Y | +80.9% | -24.6% | +105.5% | +116.3% |
| All | +1,057.9% | +30.0% | +1,027.9% | +832.9% |
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