+1,091.6%
UPRO vs STLA
+21.0%
+1,070.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.2% | +7.2% | +7.1% |
| 7D | -0.9% | -6.4% | +5.5% | +4.1% |
| 30D | -11.4% | -1.3% | -10.1% | -11.4% |
| 3M | -10.9% | -19.9% | +9.0% | +1.9% |
| 6M | -0.5% | -42.9% | +42.3% | +43.9% |
| YTD | +19.9% | -59.4% | +79.3% | +109.8% |
| 1Y | +24.2% | -56.8% | +81.0% | +105.0% |
| 3Y | +236.9% | -73.1% | +310.0% | +636.6% |
| 5Y | +96.6% | -70.1% | +166.6% | +292.2% |
| 10Y | +1,091.6% | +19.8% | +1,071.8% | +1,167.3% |
| All | +1,091.6% | +21.0% | +1,070.6% | +1,167.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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