+21.0%
UPRO vs STZ
+12.3%
+8.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +3.9% |
| 7D | -3.8% | -0.9% | -2.8% | -3.9% |
| 30D | -8.9% | +14.9% | -23.8% | -8.0% |
| 3M | -7.4% | +8.4% | -15.9% | -6.6% |
| 6M | +1.6% | +2.8% | -1.3% | +2.4% |
| YTD | +23.2% | +7.5% | +15.6% | +19.5% |
| All | +21.0% | +12.3% | +8.8% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling