-99.2%
FCEL vs SPXS
-99.5%
+0.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.9% | -7.8% | -4.8% |
| 7D | +6.3% | +6.4% | -0.1% | +10.4% |
| 30D | -18.8% | +6.0% | -24.8% | -15.7% |
| 3M | -3.8% | -11.6% | +7.8% | -7.7% |
| 6M | +121.1% | -28.7% | +149.8% | +94.3% |
| YTD | +113.3% | -26.3% | +139.5% | +94.1% |
| 1Y | +173.5% | -34.9% | +208.4% | +138.9% |
| 3Y | -63.9% | -79.5% | +15.5% | -81.0% |
| 5Y | -90.7% | -85.9% | -4.8% | -94.3% |
| All | -99.2% | -99.5% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling