+277.1%
STLD vs UPRO
+95.9%
+181.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.8% |
| 7D | +2.9% | +7.4% | -4.5% | +0.1% |
| 30D | -5.6% | -7.9% | +2.3% | -3.0% |
| 3M | -11.7% | -12.0% | +0.3% | -7.9% |
| 6M | -2.8% | -2.0% | -0.8% | -3.4% |
| YTD | +36.4% | +20.4% | +16.1% | +24.5% |
| 1Y | +50.0% | +24.5% | +25.5% | +34.8% |
| 3Y | +122.3% | +224.4% | -102.1% | +33.4% |
| All | +277.1% | +95.9% | +181.2% | +139.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling