ETF Analyzer

Analyze the costs, volatility decay, and tracking difference of leveraged ETFs.

Usage

cd ~/Documents/etf-analyzer && uv run python analyze_etf.py <TICKER>

Supported tickers: SSO, UPRO, TQQQ, QLD, SOXL, FNGU

Setup

cd ~/Documents/etf-analyzer
uv venv
uv pip install yfinance numpy pandas

What It Does

1. Fetches 3 years of price data for the ETF, its proxy index, S&P 500, and ICE BIL
2. Computes total returns, volatility decay, financing drag, fees, and unexplained drag
3. Outputs results to stdout and saves CSV files in output/

Output Files

File	Description
output/<TICKER>_<YYYYMMDD>.csv	Summary metrics: returns, drag components, volatility, risk-free rates
output/<TICKER>_<YYYYMMDD>_pricing.csv	Daily adjusted close prices for the 1-year analysis period