+208.0%
UPRO vs SWK
+46.5%
+161.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -2.6% | -10.6% | -11.5% |
| 7D | -14.4% | +11.3% | -25.6% | -20.2% |
| 30D | -18.2% | +28.1% | -46.3% | -30.6% |
| 3M | -16.4% | +12.6% | -29.0% | -23.1% |
| 6M | -2.6% | +51.7% | -54.3% | -26.7% |
| YTD | +11.1% | +60.0% | -48.8% | -20.6% |
| 1Y | +11.8% | +72.7% | -60.9% | -24.5% |
| All | +208.0% | +46.5% | +161.4% | +108.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling