+0.5%
PLUG vs SARO
-21.9%
+22.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.6% |
| 7D | +3.8% | +0.6% | +3.2% | +3.6% |
| 30D | +2.8% | -14.5% | +17.4% | +8.1% |
| 3M | -25.4% | -5.3% | -20.1% | -24.4% |
| 6M | -0.5% | -15.3% | +14.8% | +4.0% |
| YTD | +10.2% | -15.6% | +25.7% | +15.7% |
| 1Y | +53.9% | -9.1% | +63.0% | +58.8% |
| All | +0.5% | -21.9% | +22.3% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling