+2,071.0%
STX vs UPRO
+1,163.1%
+907.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +7.0% | +2.8% | +6.9% |
| 7D | -14.8% | -0.9% | -13.9% | -14.1% |
| 30D | -35.4% | -11.4% | -23.9% | -31.5% |
| 3M | -37.7% | -10.9% | -26.8% | -34.4% |
| 6M | -35.2% | -0.5% | -34.7% | -34.6% |
| YTD | +84.4% | +19.9% | +64.5% | +73.2% |
| 1Y | +82.3% | +24.2% | +58.1% | +69.3% |
| 3Y | +646.2% | +236.9% | +409.3% | +357.0% |
| 5Y | +487.4% | +96.6% | +390.9% | +307.0% |
| 10Y | +2,071.0% | +1,091.6% | +979.4% | +395.9% |
| All | +2,071.0% | +1,163.1% | +907.9% | +395.9% |
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