-90.7%
FCEL vs SPXS
-85.4%
-5.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.9% | -7.8% | -4.6% |
| 7D | +6.3% | +6.4% | -0.1% | +11.0% |
| 30D | -18.8% | +6.0% | -24.8% | -15.2% |
| 3M | -3.8% | -11.6% | +7.8% | -8.3% |
| 6M | +121.1% | -28.7% | +149.8% | +91.0% |
| YTD | +113.3% | -26.3% | +139.5% | +91.5% |
| 1Y | +173.5% | -34.9% | +208.4% | +134.5% |
| 3Y | -63.9% | -79.5% | +15.5% | -83.0% |
| 5Y | -90.7% | -85.9% | -4.8% | -94.4% |
| All | -90.7% | -85.4% | -5.3% | -94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling