+15.1%
PLUG vs SFM
+138.2%
-123.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -4.8% | +12.3% | +8.3% |
| 7D | +5.8% | -1.2% | +7.0% | +5.7% |
| 30D | -18.5% | -24.8% | +6.2% | -15.0% |
| 3M | -30.0% | -43.7% | +13.7% | -22.9% |
| 6M | -56.2% | -37.3% | -18.9% | -53.2% |
| YTD | -26.4% | -38.4% | +12.0% | -21.7% |
| 1Y | -42.2% | -36.9% | -5.3% | -39.0% |
| 3Y | -76.8% | +20.7% | -97.5% | -80.3% |
| 5Y | -96.2% | +103.5% | -199.7% | -97.2% |
| All | +15.1% | +138.2% | -123.2% | -30.1% |
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