-61.3%
PLUG vs SFM
+19.7%
-81.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.4% | -7.6% | -8.9% |
| 7D | -3.2% | -6.9% | +3.7% | -2.7% |
| 30D | -18.7% | -25.0% | +6.2% | -17.1% |
| 3M | -35.3% | -42.7% | +7.4% | -32.5% |
| 6M | -56.2% | -41.0% | -15.3% | -54.6% |
| YTD | -30.7% | -38.7% | +7.9% | -28.6% |
| 1Y | -46.7% | -38.1% | -8.5% | -45.3% |
| 3Y | -61.3% | +19.3% | -80.7% | -72.8% |
| All | -61.3% | +19.7% | -81.1% | -72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling