+107.1%
STT vs UPRO
+94.1%
+13.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.0% | -3.7% | +0.5% |
| 7D | +0.9% | -0.9% | +1.8% | +1.0% |
| 30D | -2.3% | -11.4% | +9.1% | +1.9% |
| 3M | -7.5% | -10.9% | +3.4% | -3.8% |
| 6M | +14.9% | -0.5% | +15.4% | +13.6% |
| YTD | +34.9% | +19.9% | +15.0% | +23.3% |
| 1Y | +47.1% | +24.2% | +22.9% | +32.3% |
| 3Y | +179.6% | +236.9% | -57.3% | +58.5% |
| 5Y | +107.1% | +96.6% | +10.5% | +32.7% |
| All | +107.1% | +94.1% | +13.0% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling