-91.9%
PLUG vs SBAC
-43.7%
-48.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.5% |
| 7D | -0.9% | -0.8% | -0.1% | -0.5% |
| 30D | +3.3% | +6.9% | -3.6% | -0.6% |
| 3M | -39.7% | -8.2% | -31.5% | -37.4% |
| 6M | -12.5% | -1.6% | -10.9% | -15.3% |
| YTD | +10.2% | -0.1% | +10.3% | +4.0% |
| 1Y | +50.7% | -0.5% | +51.2% | +41.7% |
| 3Y | -74.5% | -9.1% | -65.4% | -75.2% |
| All | -91.9% | -43.7% | -48.2% | -88.5% |
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