-99.1%
FCEL vs SPXS
-99.6%
+0.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +0.4% |
| 7D | +6.3% | +2.5% | +3.8% | +7.9% |
| 30D | -26.7% | +4.2% | -30.9% | -24.7% |
| 3M | -10.2% | -9.3% | -0.9% | -12.6% |
| 6M | +123.5% | -30.7% | +154.2% | +93.0% |
| YTD | +117.4% | -28.1% | +145.4% | +95.0% |
| 1Y | +146.0% | -35.1% | +181.0% | +114.2% |
| 3Y | -61.9% | -79.6% | +17.7% | -80.0% |
| 5Y | -90.5% | -86.3% | -4.2% | -94.2% |
| All | -99.1% | -99.6% | +0.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded SPXS 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling