+420.9%
FSLR vs UPRO
+1,102.3%
-681.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.2% | -2.9% |
| 7D | -12.0% | +9.7% | -21.7% | -15.0% |
| 30D | -7.7% | -9.8% | +2.1% | -4.9% |
| 3M | -24.0% | -9.1% | -14.9% | -22.0% |
| 6M | -24.4% | +0.9% | -25.4% | -24.9% |
| YTD | -34.0% | +21.9% | -55.9% | -39.2% |
| 1Y | -35.6% | +19.8% | -55.4% | -40.2% |
| 3Y | +28.7% | +227.4% | -198.7% | -19.4% |
| 5Y | +55.3% | +100.1% | -44.7% | +6.7% |
| All | +420.9% | +1,102.3% | -681.4% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 10y: compounded portfolio wealth divided by compounded UPRO 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…
10y analysis · Full analysis span regression · 6 months rolling