+18.8%
UPRO vs STLA
-57.6%
+76.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.2% | +7.2% | +7.0% |
| 7D | -0.9% | -6.4% | +5.5% | +0.7% |
| 30D | -11.4% | -1.3% | -10.1% | -11.1% |
| 3M | -10.9% | -19.9% | +9.0% | -6.4% |
| 6M | -0.5% | -42.9% | +42.3% | +12.2% |
| YTD | +19.9% | -59.4% | +79.3% | +38.5% |
| All | +18.8% | -57.6% | +76.4% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling