+2,038.9%
STX vs UPRO
+1,102.3%
+936.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | +16.8% | +9.7% | +7.2% | +12.7% |
| 30D | -27.0% | -9.8% | -17.3% | -23.3% |
| 3M | -37.9% | -9.1% | -28.8% | -35.1% |
| 6M | -32.5% | +0.9% | -33.4% | -32.2% |
| YTD | +98.6% | +21.9% | +76.7% | +85.4% |
| 1Y | +93.6% | +19.8% | +73.8% | +82.5% |
| 3Y | +699.1% | +227.4% | +471.7% | +395.0% |
| 5Y | +481.0% | +100.1% | +380.9% | +300.0% |
| All | +2,038.9% | +1,102.3% | +936.7% | +364.3% |
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