-99.9%
FCEL vs SPXS
-100.0%
+0.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +2.7% |
| 7D | -15.8% | -0.1% | -15.7% | -15.9% |
| 30D | -29.3% | +0.8% | -30.1% | -28.8% |
| 3M | -30.1% | -4.7% | -25.4% | -28.9% |
| 6M | +74.4% | -29.6% | +104.1% | +52.3% |
| YTD | +104.5% | -29.8% | +134.3% | +80.7% |
| 1Y | +281.4% | -38.9% | +320.3% | +220.7% |
| 3Y | -66.1% | -79.6% | +13.5% | -82.3% |
| 5Y | -91.9% | -85.9% | -5.9% | -95.0% |
| 10Y | -99.2% | -99.5% | +0.3% | -99.9% |
| All | -99.9% | -100.0% | +0.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling