+43.7%
PLUG vs SFM
+256.7%
-213.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.9% | 0.0% | +2.3% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | +3.3% | -4.4% | +7.7% | +4.0% |
| 3M | -39.7% | +1.5% | -41.2% | -40.2% |
| 6M | -12.5% | +6.5% | -19.0% | -15.2% |
| YTD | +10.2% | +2.2% | +8.0% | +7.7% |
| 1Y | +50.7% | -41.9% | +92.6% | +65.0% |
| 3Y | -74.5% | +106.8% | -181.3% | -80.1% |
| 5Y | -91.8% | +231.6% | -323.3% | -94.4% |
| All | +43.7% | +256.7% | -213.0% | -15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling