+210.5%
UPRO vs SWK
+46.0%
+164.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | -8.7% | +11.0% | -19.7% | -14.8% |
| 30D | -16.9% | +30.1% | -47.0% | -30.2% |
| 3M | -15.3% | +14.7% | -29.9% | -22.9% |
| 6M | -5.7% | +44.5% | -50.2% | -26.7% |
| YTD | +12.1% | +59.4% | -47.3% | -19.8% |
| 1Y | +16.4% | +77.5% | -61.1% | -22.9% |
| 3Y | +210.5% | +49.5% | +161.1% | +110.7% |
| All | +210.5% | +46.0% | +164.6% | +110.7% |
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