+50.0%
STLD vs UPRO
+19.8%
+30.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.8% |
| 7D | +2.9% | +7.4% | -4.5% | +0.3% |
| 30D | -5.6% | -7.9% | +2.3% | -3.1% |
| 3M | -11.7% | -12.0% | +0.3% | -8.1% |
| 6M | -2.8% | -2.0% | -0.8% | -3.0% |
| YTD | +36.4% | +20.4% | +16.1% | +22.0% |
| 1Y | +50.0% | +24.5% | +25.5% | +32.3% |
| All | +50.0% | +19.8% | +30.2% | +32.3% |
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