-48.6%
PLUG vs SARO
-10.5%
-38.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.6% | -11.1% | -10.7% |
| 7D | -23.4% | +0.4% | -23.8% | -23.4% |
| 30D | -23.4% | +40.3% | -63.8% | -31.5% |
| 3M | -51.7% | +2.2% | -54.0% | -52.1% |
| 6M | -72.0% | +3.7% | -75.7% | -72.5% |
| YTD | -43.7% | -3.3% | -40.3% | -43.4% |
| 1Y | -55.4% | +8.4% | -63.8% | -56.5% |
| All | -48.6% | -10.5% | -38.1% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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