+13,342.5%
UPRO vs STZ
+1,141.1%
+12,201.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.6% |
| 7D | +0.1% | -1.9% | +2.0% | +1.7% |
| 30D | -0.9% | -1.9% | +1.0% | +0.1% |
| 3M | +1.9% | -6.2% | +8.2% | +5.5% |
| 6M | +33.1% | -14.0% | +47.1% | +45.8% |
| YTD | +31.8% | -5.1% | +36.9% | +29.4% |
| 1Y | +48.3% | -9.6% | +57.8% | +50.1% |
| 3Y | +221.5% | -47.2% | +268.7% | +399.6% |
| 5Y | +136.7% | -33.6% | +170.3% | +211.2% |
| 10Y | +1,179.2% | -9.8% | +1,188.9% | +1,295.0% |
| All | +13,342.5% | +1,141.1% | +12,201.4% | +1,517.5% |
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 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