+822.0%
STM vs UPRO
+12,842.4%
-12,020.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.0% |
| 7D | -7.9% | -2.9% | -5.0% | -6.5% |
| 30D | -14.1% | -12.4% | -1.7% | -7.5% |
| 3M | -17.6% | -11.9% | -5.8% | -11.6% |
| 6M | -24.2% | -1.7% | -22.6% | -22.3% |
| YTD | +73.3% | +18.5% | +54.8% | +61.0% |
| 1Y | +90.1% | +17.5% | +72.6% | +77.1% |
| 3Y | +10.3% | +218.4% | -208.0% | -41.5% |
| 5Y | -5.7% | +99.1% | -104.9% | -41.4% |
| 10Y | +444.1% | +1,071.1% | -627.0% | +5.8% |
| All | +822.0% | +12,842.4% | -12,020.4% | -60.1% |
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