+740.9%
STLD vs UPRO
+1,087.5%
-346.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.7% |
| 7D | +2.9% | +7.4% | -4.5% | -0.1% |
| 30D | -5.6% | -7.9% | +2.3% | -2.8% |
| 3M | -11.7% | -12.0% | +0.3% | -7.6% |
| 6M | -2.8% | -2.0% | -0.8% | -3.6% |
| YTD | +36.4% | +20.4% | +16.1% | +23.6% |
| 1Y | +50.0% | +24.5% | +25.5% | +33.8% |
| 3Y | +122.3% | +224.4% | -102.1% | +26.7% |
| 5Y | +273.2% | +97.6% | +175.6% | +138.1% |
| All | +740.9% | +1,087.5% | -346.6% | +104.0% |
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