+239.2%
STRL vs UPRO
+210.8%
+28.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.6% | +2.8% |
| 7D | -26.9% | -8.7% | -18.2% | -22.3% |
| 30D | -52.7% | -16.9% | -35.8% | -45.6% |
| 3M | -52.8% | -15.3% | -37.6% | -46.7% |
| 6M | -71.5% | -5.7% | -65.8% | -70.1% |
| YTD | -17.4% | +12.1% | -29.5% | -22.9% |
| 1Y | -35.0% | +16.4% | -51.4% | -40.3% |
| 3Y | +239.2% | +210.5% | +28.7% | +90.1% |
| All | +239.2% | +210.8% | +28.4% | +90.1% |
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 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