+97.5%
UPRO vs STZ
-29.4%
+126.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.6% |
| 7D | +7.4% | +2.6% | +4.9% | +5.9% |
| 30D | -7.9% | +15.2% | -23.1% | -16.0% |
| 3M | -12.0% | +7.6% | -19.7% | -16.8% |
| 6M | -2.0% | +5.3% | -7.2% | -7.2% |
| YTD | +20.4% | +8.6% | +11.7% | +6.4% |
| 1Y | +24.5% | +15.6% | +8.9% | +3.7% |
| 3Y | +224.4% | -35.2% | +259.5% | +326.9% |
| All | +97.5% | -29.4% | +126.9% | +133.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling