+9,315.5%
UPRO vs STLA
+263.8%
+9,051.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.9% |
| 7D | +0.1% | +2.6% | -2.5% | -1.3% |
| 30D | -0.9% | -1.2% | +0.4% | -0.6% |
| 3M | +1.9% | -24.8% | +26.7% | +17.5% |
| 6M | +33.1% | -25.6% | +58.7% | +53.5% |
| YTD | +31.8% | -48.9% | +80.7% | +78.6% |
| 1Y | +48.3% | -38.8% | +87.0% | +78.9% |
| 3Y | +221.5% | -64.5% | +286.0% | +404.9% |
| 5Y | +136.7% | -62.4% | +199.2% | +268.3% |
| 10Y | +1,179.2% | +55.4% | +1,123.8% | +1,121.1% |
| All | +9,315.5% | +263.8% | +9,051.7% | +8,189.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling