+3,988.2%
STRL vs UPRO
+1,163.1%
+2,825.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +7.0% | +8.0% | +11.8% |
| 7D | -13.3% | -0.9% | -12.5% | -13.1% |
| 30D | -43.3% | -11.4% | -31.9% | -39.9% |
| 3M | -46.9% | -10.9% | -36.0% | -43.8% |
| 6M | -65.6% | -0.5% | -65.0% | -65.2% |
| YTD | -5.1% | +19.9% | -25.0% | -10.8% |
| 1Y | -23.1% | +24.2% | -47.3% | -28.4% |
| 3Y | +346.8% | +236.9% | +109.9% | +178.9% |
| 5Y | +907.2% | +96.6% | +810.6% | +606.5% |
| 10Y | +3,988.2% | +1,091.6% | +2,896.6% | +1,048.9% |
| All | +3,988.2% | +1,163.1% | +2,825.1% | +1,048.9% |
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 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