-42.1%
PLUG vs SFM
-35.8%
-6.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | -0.1% | +3.7% |
| 7D | +2.8% | -12.3% | +15.1% | +2.9% |
| 30D | -22.8% | -16.2% | -6.5% | -22.8% |
| 3M | -32.4% | -36.8% | +4.4% | -33.2% |
| 6M | -53.4% | -32.6% | -20.8% | -53.6% |
| YTD | -25.9% | -31.7% | +5.8% | -26.3% |
| 1Y | -42.1% | -35.0% | -7.1% | -42.0% |
| All | -42.1% | -35.8% | -6.2% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling