+235.9%
UPRO vs STZ
-47.2%
+283.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +0.1% | -1.9% | +2.0% | +0.7% |
| 30D | -0.9% | -1.9% | +1.0% | -0.4% |
| 3M | +1.9% | -6.2% | +8.2% | +3.5% |
| 6M | +33.1% | -14.0% | +47.1% | +38.9% |
| YTD | +31.8% | -5.1% | +36.9% | +29.0% |
| 1Y | +48.3% | -9.6% | +57.8% | +48.3% |
| All | +235.9% | -47.2% | +283.2% | +327.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling