+422.5%
STM vs UPRO
+1,163.1%
-740.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.0% | -0.2% | +3.0% |
| 7D | -5.6% | -0.9% | -4.7% | -5.1% |
| 30D | -14.4% | -11.4% | -3.0% | -8.4% |
| 3M | -20.5% | -10.9% | -9.6% | -15.2% |
| 6M | -24.5% | -0.5% | -24.0% | -23.1% |
| YTD | +72.7% | +19.9% | +52.8% | +59.7% |
| 1Y | +91.0% | +24.2% | +66.8% | +73.0% |
| 3Y | +13.5% | +236.9% | -223.4% | -40.6% |
| 5Y | -9.2% | +96.6% | -105.8% | -42.6% |
| 10Y | +422.5% | +1,091.6% | -669.1% | +13.7% |
| All | +422.5% | +1,163.1% | -740.6% | +13.7% |
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