+97.4%
STM vs UPRO
+46.2%
+51.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +1.0% |
| 7D | +5.2% | +1.5% | +3.7% | +3.7% |
| 30D | -7.4% | -3.7% | -3.6% | -4.3% |
| 3M | -30.6% | +8.0% | -38.6% | -34.7% |
| 6M | +66.4% | +38.7% | +27.7% | +30.6% |
| YTD | +101.1% | +29.5% | +71.6% | +65.5% |
| 1Y | +97.4% | +46.1% | +51.3% | +50.3% |
| All | +97.4% | +46.2% | +51.2% | +50.3% |
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