-98.6%
PLUG vs SAN
+485.8%
-584.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.3% |
| 7D | -0.9% | +1.8% | -2.7% | -1.9% |
| 30D | +3.3% | +2.0% | +1.4% | +2.1% |
| 3M | -39.7% | +19.7% | -59.4% | -45.8% |
| 6M | -12.5% | +30.6% | -43.1% | -25.8% |
| YTD | +10.2% | +28.8% | -18.7% | -7.0% |
| 1Y | +50.7% | +57.8% | -7.1% | +13.3% |
| 3Y | -74.5% | +338.1% | -412.6% | -89.3% |
| 5Y | -91.8% | +384.2% | -476.0% | -96.8% |
| 10Y | +43.7% | +353.1% | -309.4% | -48.6% |
| All | -98.6% | +485.8% | -584.5% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling