+975.6%
STM vs UPRO
+14,289.1%
-13,313.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.5% |
| 7D | +5.8% | +0.1% | +5.7% | +5.7% |
| 30D | -1.0% | -0.9% | -0.1% | -0.5% |
| 3M | -33.3% | +1.9% | -35.2% | -33.2% |
| 6M | +57.4% | +33.1% | +24.2% | +36.9% |
| YTD | +102.2% | +31.8% | +70.4% | +76.9% |
| 1Y | +99.6% | +48.3% | +51.3% | +63.3% |
| 3Y | +14.5% | +221.5% | -207.0% | -40.2% |
| 5Y | +21.4% | +136.7% | -115.4% | -31.6% |
| 10Y | +695.0% | +1,179.2% | -484.2% | +46.3% |
| All | +975.6% | +14,289.1% | -13,313.5% | -56.1% |
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