+139.1%
STLD vs UPRO
+222.2%
-83.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | +3.1% | +0.1% | +3.1% | +3.1% |
| 30D | -9.0% | -0.9% | -8.1% | -8.7% |
| 3M | -12.4% | +1.9% | -14.3% | -13.7% |
| 6M | +25.5% | +33.1% | -7.6% | +10.8% |
| YTD | +43.6% | +31.8% | +11.8% | +26.8% |
| 1Y | +87.2% | +48.3% | +38.9% | +57.4% |
| All | +139.1% | +222.2% | -83.1% | +50.5% |
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 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