+476.2%
STX vs UPRO
+95.9%
+380.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.5% |
| 7D | +14.6% | +7.4% | +7.2% | +11.0% |
| 30D | -26.0% | -7.9% | -18.1% | -22.3% |
| 3M | -42.6% | -12.0% | -30.6% | -38.7% |
| 6M | -35.3% | -2.0% | -33.3% | -34.1% |
| YTD | +92.5% | +20.4% | +72.1% | +78.5% |
| 1Y | +102.4% | +24.5% | +77.9% | +85.4% |
| 3Y | +673.8% | +224.4% | +449.5% | +353.8% |
| All | +476.2% | +95.9% | +380.3% | +274.5% |
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