+50.7%
PLUG vs SFM
-41.4%
+92.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.9% | 0.0% | +2.8% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | +3.3% | -4.4% | +7.7% | +3.4% |
| 3M | -39.7% | +1.5% | -41.2% | -39.8% |
| 6M | -12.5% | +6.5% | -19.0% | -12.8% |
| YTD | +10.2% | +2.2% | +8.0% | +10.4% |
| 1Y | +50.7% | -41.9% | +92.6% | +73.9% |
| All | +50.7% | -41.4% | +92.1% | +73.9% |
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