+799.8%
STLD vs UPRO
+1,130.0%
-330.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.9% | -2.7% | -0.4% |
| 7D | -0.5% | -3.8% | +3.3% | +0.9% |
| 30D | -0.1% | -8.9% | +8.8% | +3.2% |
| 3M | -9.2% | -7.4% | -1.7% | -6.9% |
| 6M | +1.8% | +1.6% | +0.2% | -0.5% |
| YTD | +42.1% | +23.2% | +19.0% | +27.5% |
| 1Y | +58.5% | +21.2% | +37.3% | +42.8% |
| 3Y | +128.2% | +230.8% | -102.6% | +29.0% |
| 5Y | +288.2% | +106.7% | +181.6% | +143.0% |
| 10Y | +799.8% | +1,125.0% | -325.2% | +115.5% |
| All | +799.8% | +1,130.0% | -330.2% | +115.5% |
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