+15.6%
STM vs UPRO
+233.9%
-218.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.9% | -0.4% | +0.8% |
| 7D | +1.4% | -3.8% | +5.2% | +4.4% |
| 30D | -8.4% | -8.9% | +0.5% | -2.2% |
| 3M | -15.8% | -7.4% | -8.4% | -11.2% |
| 6M | -22.8% | +1.6% | -24.4% | -22.5% |
| YTD | +79.4% | +23.2% | +56.2% | +59.3% |
| 1Y | +97.0% | +21.2% | +75.7% | +76.1% |
| All | +15.6% | +233.9% | -218.4% | -49.9% |
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