+852.5%
STLD vs UPRO
+1,093.1%
-240.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.1% |
| 7D | -11.1% | -8.7% | -2.4% | -8.0% |
| 30D | -4.8% | -16.9% | +12.1% | +2.3% |
| 3M | -14.6% | -15.3% | +0.7% | -9.1% |
| 6M | -7.4% | -5.7% | -1.7% | -6.6% |
| YTD | +32.6% | +12.1% | +20.5% | +23.7% |
| 1Y | +47.3% | +16.4% | +30.9% | +35.0% |
| 3Y | +107.5% | +210.5% | -103.0% | +20.2% |
| 5Y | +268.8% | +82.4% | +186.4% | +143.1% |
| All | +852.5% | +1,093.1% | -240.5% | +85.0% |
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 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