-96.8%
PLUG vs SBAC
-39.3%
-57.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.6% | -9.2% | -9.0% |
| 7D | -2.8% | +3.6% | -6.5% | -4.9% |
| 30D | -18.5% | +4.9% | -23.4% | -21.0% |
| 3M | -35.1% | +6.5% | -41.5% | -37.9% |
| 6M | -56.1% | -11.1% | -45.0% | -54.1% |
| YTD | -30.5% | +0.9% | -31.4% | -35.3% |
| 1Y | -46.5% | -1.6% | -44.9% | -49.3% |
| 3Y | -61.2% | -7.0% | -54.2% | -63.5% |
| All | -96.8% | -39.3% | -57.5% | -95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling