-99.1%
PLUG vs SBAC
+1,991.5%
-2,090.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.9% | +9.3% | +8.0% |
| 7D | +5.8% | +1.2% | +4.6% | +5.5% |
| 30D | -18.5% | +11.2% | -29.7% | -21.3% |
| 3M | -30.0% | +4.5% | -34.4% | -31.1% |
| 6M | -56.2% | -12.2% | -44.0% | -55.2% |
| YTD | -26.4% | -0.1% | -26.3% | -28.1% |
| 1Y | -42.2% | -0.3% | -42.0% | -43.6% |
| 3Y | -76.8% | -8.7% | -68.1% | -76.9% |
| 5Y | -96.2% | -40.2% | -56.1% | -95.7% |
| 10Y | +2.1% | +97.3% | -95.2% | -17.7% |
| All | -99.1% | +1,991.5% | -2,090.6% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling