+207.3%
STT vs UPRO
+240.0%
-32.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +3.9% | -0.9% | +4.7% | +4.1% |
| 3M | +20.0% | +1.9% | +18.0% | +18.4% |
| 6M | +55.3% | +33.1% | +22.2% | +39.0% |
| YTD | +53.3% | +31.8% | +21.5% | +37.6% |
| 1Y | +74.7% | +48.3% | +26.4% | +50.2% |
| All | +207.3% | +240.0% | -32.7% | +91.1% |
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