+1,014.1%
UPRO vs STZ
+9.8%
+1,004.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +2.4% |
| 7D | -8.7% | +4.9% | -13.6% | -12.6% |
| 30D | -16.9% | +20.9% | -37.8% | -31.1% |
| 3M | -15.3% | +8.0% | -23.2% | -23.0% |
| 6M | -5.7% | -5.3% | -0.4% | -5.2% |
| YTD | +12.1% | +5.9% | +6.2% | -3.6% |
| 1Y | +16.4% | +14.2% | +2.2% | -8.0% |
| 3Y | +210.5% | -37.0% | +247.5% | +323.9% |
| 5Y | +82.4% | -29.7% | +112.1% | +127.8% |
| All | +1,014.1% | +9.8% | +1,004.3% | +999.5% |
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