+1,155.3%
UPRO vs STZ
-14.3%
+1,169.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.6% | +3.9% | +3.4% |
| 7D | +1.5% | -7.4% | +8.8% | +8.6% |
| 30D | -3.7% | -10.9% | +7.2% | +6.1% |
| 3M | +8.0% | -13.4% | +21.4% | +20.6% |
| 6M | +38.7% | -16.2% | +54.8% | +56.1% |
| YTD | +29.5% | -10.4% | +40.0% | +32.3% |
| 1Y | +46.1% | -14.8% | +60.9% | +54.8% |
| 3Y | +229.1% | -50.1% | +279.2% | +473.8% |
| 5Y | +136.0% | -38.8% | +174.8% | +238.6% |
| 10Y | +1,155.3% | -14.1% | +1,169.4% | +1,344.4% |
| All | +1,155.3% | -14.3% | +1,169.6% | +1,344.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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