-60.3%
FCEL vs SPXL
+220.2%
-280.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.4% | -5.3% | -5.8% |
| 7D | +15.1% | -1.3% | +16.4% | +15.9% |
| 30D | -16.4% | -5.0% | -11.4% | -13.7% |
| 3M | -5.3% | +7.6% | -12.8% | -8.6% |
| 6M | +124.5% | +33.6% | +90.9% | +93.5% |
| YTD | +126.7% | +28.1% | +98.6% | +100.2% |
| 1Y | +219.9% | +43.6% | +176.2% | +169.7% |
| All | -60.3% | +220.2% | -280.5% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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