+11,332.2%
UPRO vs STZ
+1,285.6%
+10,046.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +2.3% |
| 7D | -8.7% | +4.9% | -13.6% | -12.3% |
| 30D | -16.9% | +20.9% | -37.8% | -29.9% |
| 3M | -15.3% | +8.0% | -23.2% | -22.3% |
| 6M | -5.7% | -5.3% | -0.4% | -5.4% |
| YTD | +12.1% | +5.9% | +6.2% | -1.3% |
| 1Y | +16.4% | +14.2% | +2.2% | -4.6% |
| 3Y | +210.5% | -37.0% | +247.5% | +306.6% |
| 5Y | +82.4% | -29.7% | +112.1% | +125.2% |
| 10Y | +1,144.5% | +5.2% | +1,139.4% | +1,076.3% |
| All | +11,332.2% | +1,285.6% | +10,046.6% | +1,133.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling