+80.9%
UPRO vs SWK
-25.4%
+106.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -2.6% | -10.6% | -11.2% |
| 7D | -14.4% | +11.3% | -25.6% | -21.3% |
| 30D | -18.2% | +28.1% | -46.3% | -32.8% |
| 3M | -16.4% | +12.6% | -29.0% | -24.4% |
| 6M | -2.6% | +51.7% | -54.3% | -30.5% |
| YTD | +11.1% | +60.0% | -48.8% | -25.5% |
| 1Y | +11.8% | +72.7% | -60.9% | -29.8% |
| 3Y | +209.9% | +46.3% | +163.6% | +105.0% |
| 5Y | +80.9% | -24.6% | +105.5% | +114.1% |
| All | +80.9% | -25.4% | +106.3% | +114.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling