+20.0%
PLUG vs SAN
+267.2%
-247.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.1% | -2.7% | 0.0% |
| 7D | +14.5% | +8.7% | +5.8% | +8.9% |
| 30D | -10.7% | -6.5% | -4.2% | -7.7% |
| 3M | -31.2% | -14.2% | -17.0% | -25.4% |
| 6M | -51.9% | +2.7% | -54.6% | -53.2% |
| YTD | -23.9% | +8.9% | -32.7% | -29.7% |
| 1Y | -43.4% | +23.4% | -66.8% | -51.5% |
| 3Y | -74.7% | +257.9% | -332.7% | -88.3% |
| 5Y | -96.3% | +297.8% | -394.1% | -98.4% |
| 10Y | +20.0% | +259.6% | -239.6% | -42.9% |
| All | +20.0% | +267.2% | -247.2% | -42.9% |
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