-96.9%
PLUG vs SFM
+111.2%
-208.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.6% |
| 7D | -7.2% | -7.1% | -0.1% | -6.3% |
| 30D | -16.4% | -21.4% | +5.0% | -14.1% |
| 3M | -39.0% | -40.1% | +1.1% | -34.8% |
| 6M | -61.5% | -38.0% | -23.5% | -59.3% |
| YTD | -31.2% | -36.5% | +5.3% | -28.1% |
| 1Y | -46.4% | -35.2% | -11.2% | -44.4% |
| 3Y | -61.6% | +23.5% | -85.1% | -68.8% |
| 5Y | -96.9% | +109.7% | -206.6% | -97.6% |
| All | -96.9% | +111.2% | -208.1% | -97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling