-99.2%
FCEL vs SPXU
-99.5%
+0.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.8% | -7.8% | -4.8% |
| 7D | +6.3% | +6.4% | -0.1% | +10.4% |
| 30D | -18.8% | +5.9% | -24.8% | -15.7% |
| 3M | -3.8% | -11.7% | +7.8% | -7.8% |
| 6M | +121.1% | -28.7% | +149.8% | +94.0% |
| YTD | +113.3% | -26.4% | +139.6% | +93.8% |
| 1Y | +173.5% | -35.2% | +208.7% | +137.8% |
| 3Y | -63.9% | -79.8% | +15.9% | -81.3% |
| 5Y | -90.7% | -86.1% | -4.6% | -94.3% |
| All | -99.2% | -99.5% | +0.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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