+1.1%
PLUG vs SAN
+255.1%
-254.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.8% | -9.8% | -9.5% |
| 7D | -3.2% | +10.8% | -13.9% | -8.9% |
| 30D | -18.7% | -5.7% | -13.0% | -16.4% |
| 3M | -35.3% | -13.4% | -21.9% | -30.2% |
| 6M | -56.2% | +3.5% | -59.8% | -57.6% |
| YTD | -30.7% | +9.7% | -40.5% | -36.3% |
| 1Y | -46.7% | +20.9% | -67.5% | -53.7% |
| 3Y | -61.3% | +254.3% | -315.6% | -81.8% |
| 5Y | -96.6% | +304.2% | -400.8% | -98.6% |
| 10Y | +1.1% | +260.2% | -259.1% | -52.6% |
| All | +1.1% | +255.1% | -254.0% | -52.6% |
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