-99.9%
FCEL vs SPXU
-100.0%
+0.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | 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% | +52.9% |
| YTD | +104.5% | -29.9% | +134.4% | +81.2% |
| 1Y | +281.4% | -39.1% | +320.5% | +221.9% |
| 3Y | -66.1% | -80.0% | +13.9% | -82.1% |
| 5Y | -91.9% | -86.0% | -5.8% | -94.9% |
| 10Y | -99.2% | -99.5% | +0.3% | -99.8% |
| All | -99.9% | -100.0% | +0.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling