+431.8%
STT vs UPRO
+12,988.5%
-12,556.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.0% | -3.7% | +0.2% |
| 7D | +0.9% | -0.9% | +1.8% | +0.9% |
| 30D | -2.3% | -11.4% | +9.1% | +2.4% |
| 3M | -7.5% | -10.9% | +3.4% | -3.4% |
| 6M | +14.9% | -0.5% | +15.4% | +13.4% |
| YTD | +34.9% | +19.9% | +15.0% | +21.8% |
| 1Y | +47.1% | +24.2% | +22.9% | +30.5% |
| 3Y | +179.6% | +236.9% | -57.3% | +49.3% |
| 5Y | +107.1% | +96.6% | +10.5% | +27.8% |
| 10Y | +199.4% | +1,091.6% | -892.2% | -34.8% |
| All | +431.8% | +12,988.5% | -12,556.7% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling