-7.5%
PLUG vs SBAC
+109.8%
-117.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -6.8% | -2.8% | -4.1% | -5.6% |
| 30D | -16.0% | +3.1% | -19.2% | -17.5% |
| 3M | -38.7% | +5.1% | -43.9% | -40.6% |
| 6M | -61.4% | -11.4% | -50.0% | -59.9% |
| YTD | -31.0% | +0.2% | -31.2% | -34.3% |
| 1Y | -46.2% | -3.9% | -42.3% | -47.7% |
| 3Y | -61.5% | -7.7% | -53.8% | -62.5% |
| 5Y | -96.9% | -39.7% | -57.1% | -96.1% |
| 10Y | -7.5% | +111.9% | -119.4% | -10.8% |
| All | -7.5% | +109.8% | -117.3% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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