-42.1%
PLUG vs SAN
+23.5%
-65.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.4% | -2.9% | +1.1% |
| 7D | +2.8% | +4.5% | -1.7% | +1.1% |
| 30D | -22.8% | -12.1% | -10.7% | -18.8% |
| 3M | -32.4% | -15.6% | -16.9% | -28.0% |
| 6M | -53.4% | +5.8% | -59.2% | -53.7% |
| YTD | -25.9% | +5.5% | -31.3% | -33.5% |
| 1Y | -42.1% | +23.6% | -65.6% | -56.4% |
| All | -42.1% | +23.5% | -65.5% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling