+201.0%
STT vs UPRO
+1,163.1%
-962.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.0% | -3.7% | +0.4% |
| 7D | +0.9% | -0.9% | +1.8% | +0.9% |
| 30D | -2.3% | -11.4% | +9.1% | +2.2% |
| 3M | -7.0% | -10.9% | +3.9% | -3.1% |
| 6M | +15.5% | -0.5% | +16.0% | +14.1% |
| YTD | +35.6% | +19.9% | +15.7% | +23.1% |
| 1Y | +47.9% | +24.2% | +23.7% | +31.9% |
| 3Y | +181.1% | +236.9% | -55.9% | +54.4% |
| 5Y | +108.2% | +96.6% | +11.6% | +31.7% |
| 10Y | +201.0% | +1,091.6% | -890.6% | -25.5% |
| All | +201.0% | +1,163.1% | -962.1% | -25.5% |
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