+2,047.0%
STLD vs UPRO
+12,035.6%
-9,988.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -13.2% | +5.6% | -1.8% |
| 7D | -12.5% | -14.4% | +1.9% | -6.6% |
| 30D | -6.8% | -18.2% | +11.4% | +1.4% |
| 3M | -16.4% | -16.4% | 0.0% | -10.0% |
| 6M | -6.1% | -2.6% | -3.5% | -6.7% |
| YTD | +32.0% | +11.1% | +20.8% | +22.8% |
| 1Y | +45.5% | +11.8% | +33.8% | +34.6% |
| 3Y | +106.5% | +209.9% | -103.4% | +13.4% |
| 5Y | +267.2% | +80.9% | +186.3% | +131.4% |
| 10Y | +878.9% | +1,134.2% | -255.3% | +90.2% |
| All | +2,047.0% | +12,035.6% | -9,988.6% | +8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling