+36.9%
FSLR vs UPRO
+210.8%
-174.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.4% |
| 7D | +15.3% | -8.7% | +24.0% | +19.0% |
| 30D | +11.7% | -16.9% | +28.6% | +19.8% |
| 3M | -17.6% | -15.3% | -2.4% | -12.3% |
| 6M | -7.7% | -5.7% | -2.0% | -5.5% |
| YTD | -23.0% | +12.1% | -35.1% | -26.8% |
| 1Y | -26.0% | +16.4% | -42.5% | -30.7% |
| 3Y | +36.9% | +210.5% | -173.7% | -40.6% |
| All | +36.9% | +210.8% | -174.0% | -40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling