+99.1%
UPRO vs SWK
-25.5%
+124.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.1% |
| 7D | -2.9% | +11.3% | -14.2% | -10.5% |
| 30D | -12.4% | +31.5% | -43.9% | -29.3% |
| 3M | -11.9% | +14.4% | -26.3% | -21.2% |
| 6M | -1.7% | +46.4% | -48.1% | -27.8% |
| YTD | +18.5% | +61.6% | -43.0% | -21.1% |
| 1Y | +17.5% | +78.7% | -61.2% | -28.1% |
| 3Y | +218.4% | +54.4% | +164.0% | +101.0% |
| 5Y | +99.1% | -25.3% | +124.4% | +140.4% |
| All | +99.1% | -25.5% | +124.6% | +140.4% |
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