+224.4%
UPRO vs STLA
-77.1%
+301.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | +7.4% | -13.8% | +21.2% | +14.5% |
| 30D | -7.9% | -10.5% | +2.7% | -3.7% |
| 3M | -12.0% | -28.9% | +16.9% | +1.3% |
| 6M | -2.0% | -49.7% | +47.8% | +32.5% |
| YTD | +20.4% | -64.9% | +85.3% | +87.4% |
| 1Y | +24.5% | -64.0% | +88.5% | +89.9% |
| 3Y | +224.4% | -77.4% | +301.8% | +481.5% |
| All | +224.4% | -77.1% | +301.5% | +481.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling