-46.2%
PLUG vs SFM
-36.1%
-10.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -0.6% |
| 7D | -6.8% | -7.1% | +0.2% | -7.1% |
| 30D | -16.0% | -21.4% | +5.4% | -16.3% |
| 3M | -38.7% | -40.1% | +1.4% | -39.6% |
| 6M | -61.4% | -38.0% | -23.3% | -61.7% |
| YTD | -31.0% | -36.5% | +5.6% | -31.5% |
| 1Y | -46.2% | -35.2% | -11.0% | -47.0% |
| All | -46.2% | -36.1% | -10.1% | -47.0% |
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