+4.9%
FSLR vs UPRO
+46.2%
-41.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +5.3% |
| 7D | +6.8% | +1.5% | +5.4% | +5.9% |
| 30D | -14.7% | -3.7% | -11.0% | -12.9% |
| 3M | -22.6% | +8.0% | -30.5% | -25.9% |
| 6M | +12.7% | +38.7% | -25.9% | -2.6% |
| YTD | -18.4% | +29.5% | -47.9% | -28.0% |
| 1Y | +4.9% | +46.1% | -41.1% | -8.0% |
| All | +4.9% | +46.2% | -41.3% | -8.0% |
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