+504.0%
STRL vs UPRO
+222.2%
+281.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +7.0% | +6.6% |
| 7D | +3.4% | +0.1% | +3.3% | +3.2% |
| 30D | -9.2% | -0.9% | -8.4% | -8.7% |
| 3M | -51.0% | +1.9% | -53.0% | -51.7% |
| 6M | +15.8% | +33.1% | -17.3% | -4.3% |
| YTD | +58.9% | +31.8% | +27.1% | +31.8% |
| 1Y | +68.5% | +48.3% | +20.2% | +31.5% |
| All | +504.0% | +222.2% | +281.8% | +202.4% |
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