-55.4%
PLUG vs SFM
-36.8%
-18.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.3% | -11.8% | -10.4% |
| 7D | -23.4% | +6.0% | -29.5% | -23.1% |
| 30D | -23.4% | -19.5% | -4.0% | -23.9% |
| 3M | -51.7% | -37.0% | -14.7% | -52.8% |
| 6M | -72.0% | -41.0% | -31.0% | -72.7% |
| YTD | -43.7% | -34.6% | -9.0% | -45.4% |
| 1Y | -55.4% | -36.3% | -19.2% | -57.2% |
| All | -55.4% | -36.8% | -18.6% | -57.2% |
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