-7.5%
PLUG vs SAN
+275.0%
-282.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -6.8% | +3.4% | -10.2% | -8.8% |
| 30D | -16.0% | -6.3% | -9.8% | -13.3% |
| 3M | -38.7% | -14.1% | -24.6% | -33.6% |
| 6M | -61.4% | +4.2% | -65.5% | -62.7% |
| YTD | -31.0% | +9.0% | -40.0% | -36.4% |
| 1Y | -46.2% | +18.8% | -65.0% | -52.9% |
| 3Y | -61.5% | +252.0% | -313.5% | -82.0% |
| 5Y | -96.9% | +299.5% | -396.3% | -98.7% |
| 10Y | -7.5% | +276.7% | -284.1% | -61.0% |
| All | -7.5% | +275.0% | -282.5% | -61.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling