-35.6%
FSLR vs UPRO
+19.0%
-54.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.2% | -2.8% |
| 7D | -12.0% | +9.7% | -21.7% | -16.3% |
| 30D | -7.7% | -9.8% | +2.1% | -3.1% |
| 3M | -24.0% | -9.1% | -14.9% | -20.7% |
| 6M | -24.4% | +0.9% | -25.4% | -25.2% |
| YTD | -34.0% | +21.9% | -55.9% | -40.5% |
| 1Y | -35.6% | +19.8% | -55.4% | -41.2% |
| All | -35.6% | +19.0% | -54.6% | -41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling