-7.5%
PLUG vs SFM
+140.8%
-148.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.4% |
| 7D | -6.8% | -7.1% | +0.2% | -5.6% |
| 30D | -16.0% | -21.4% | +5.4% | -13.1% |
| 3M | -38.7% | -40.1% | +1.4% | -33.4% |
| 6M | -61.4% | -38.0% | -23.3% | -58.5% |
| YTD | -31.0% | -36.5% | +5.6% | -27.0% |
| 1Y | -46.2% | -35.2% | -11.0% | -43.5% |
| 3Y | -61.5% | +23.5% | -84.9% | -67.2% |
| 5Y | -96.9% | +109.7% | -206.6% | -97.7% |
| 10Y | -7.5% | +132.6% | -140.0% | -43.0% |
| All | -7.5% | +140.8% | -148.2% | -43.0% |
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 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